Davide Campari-Milano N V GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.40% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4601 | 3.26 | |
| 0.0338 | 17.35 | |
| 0.9915 | 460.32 | |
| 4.3104 | 5.60 |
Estimation Period:
Aug 23, 2010 to Feb 13, 2026
Aug 23, 2010 to Feb 13, 2026
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