SPIE SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.22% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1275 | 6.14 | |
| 0.0846 | 18.79 | |
| 0.8499 | 112.10 | |
| 1.0418 | 13.03 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
News Impact Curve
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