PRADA SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.39% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2115 | 14.37 | |
| 0.2324 | 9.59 | |
| -0.0836 | -6.51 | |
| 0.0179 | 0.32 | |
| 0.0077 | 0.49 | |
| 0.9893 | 44.27 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
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