Sys-Dat S P A GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.25% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8856 | 3.03 | |
| 0.0647 | 5.01 | |
| 0.7284 | 9.54 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
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