SPIE SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.80% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1508 | 10.26 | |
| 0.0728 | 14.19 | |
| 0.8811 | 109.46 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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