Sempra MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.96%
decreased by 0.63%
1 Week
25.82%
decreased by 0.77%
1 Month
25.44%
decreased by 1.15%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0261 | 8.51 | |
| 0.8802 | 102.43 | |
| 0.1054 | 13.19 | |
| 0.0070 | 4.71 | |
| 0.0100 | 4.50 | |
| 0.9865 | 346.75 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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