SEM Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.10% (-6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4059 | 4.00 | |
| 0.2648 | 8.64 | |
| 0.8848 | 27.73 | |
| 0.0454 | 1.45 |
Estimation Period:
Feb 14, 2020 to Feb 6, 2026
Feb 14, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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