PRADA SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.56% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 6.07 | |
| 0.0713 | 15.81 | |
| 0.9831 | 469.70 | |
| -0.0235 | -4.51 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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