PRADA SpA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.66% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7066 | 3.14 | |
| 0.0384 | 23.60 | |
| 0.9921 | 360.62 | |
| 4.7985 | 5.31 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
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