Sesa Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.34% (-4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6093 | 9.44 | |
| 0.1052 | 3.43 | |
| 0.7658 | 9.77 | |
| -0.0108 | -4.30 |
Estimation Period:
Mar 21, 2016 to Feb 6, 2026
Mar 21, 2016 to Feb 6, 2026
News Impact Curve
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