Sesa Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.87% (-6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0616 | 6.03 | |
| 0.7582 | 44.22 | |
| 0.1134 | 8.92 | |
| 0.0023 | 0.20 | |
| 0.0033 | 0.76 | |
| 0.9967 | 144.07 |
Estimation Period:
Mar 21, 2016 to Feb 6, 2026
Mar 21, 2016 to Feb 6, 2026
News Impact Curve
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