SPIE SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.65% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0478 | 6.72 | |
| 0.8063 | 47.79 | |
| 0.0873 | 8.69 | |
| 0.0822 | 1.59 | |
| 0.0468 | 2.19 | |
| 0.9280 | 25.70 |
Estimation Period:
Jun 9, 2015 to Feb 13, 2026
Jun 9, 2015 to Feb 13, 2026
News Impact Curve
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