Somec SPA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.09% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6286 | 4.70 | |
| 0.3013 | 5.78 | |
| 0.5060 | 5.05 | |
| 0.0789 | 1.42 |
Estimation Period:
Jun 5, 2025 to Feb 13, 2026
Jun 5, 2025 to Feb 13, 2026
News Impact Curve
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