SPIE SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.14% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 7.42 | |
| 0.1713 | 12.99 | |
| 0.9548 | 165.54 | |
| -0.0536 | -5.56 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
News Impact Curve
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