Sphere Entertainment Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.01% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4123 | 6.95 | |
| 0.1198 | 8.63 | |
| 0.8218 | 33.25 | |
| -0.0625 | -4.77 |
Estimation Period:
Apr 10, 2020 to Feb 6, 2026
Apr 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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