Sesa Spa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.40% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 9.72 | |
| 0.0395 | 16.93 | |
| 0.9514 | 325.14 |
Estimation Period:
Mar 21, 2016 to Feb 6, 2026
Mar 21, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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