Sesa Spa MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:57.76% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 2.76 | |
| 0.0592 | 10.60 | |
| 0.9323 | 288.01 |
Estimation Period:
Mar 21, 2016 to Jan 9, 2026
Mar 21, 2016 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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