Sesa Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.29% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3486 | 15.44 | |
| 0.0710 | 6.20 | |
| 0.7984 | 67.01 | |
| 0.1101 | 5.18 |
Estimation Period:
Mar 21, 2016 to Feb 13, 2026
Mar 21, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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