Sesa Spa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.60% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 10.31 | |
| 0.1151 | 16.54 | |
| 0.9797 | 629.63 | |
| -0.0362 | -5.98 |
Estimation Period:
Mar 21, 2016 to Feb 6, 2026
Mar 21, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities