Sempra APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.91%
decreased by 0.85%
1 Week
23.05%
decreased by 0.71%
1 Month
23.54%
decreased by 0.22%
Analysis last updated: Saturday, June 13, 2026 at 12:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 12.87 | |
| 0.0711 | 19.16 | |
| 0.9260 | 227.64 | |
| 0.5136 | 16.98 | |
| 1.1488 | 29.91 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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