Seco SPA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.80% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2493 | 9.80 | |
| 0.1914 | 14.90 | |
| 0.8892 | 76.12 | |
| -0.0136 | -1.20 |
Estimation Period:
May 31, 2021 to Feb 6, 2026
May 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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