Sempra GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.70% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 13.13 | |
| 0.0957 | 24.45 | |
| 0.8825 | 167.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities