Sanlorenzo Spa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.22% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1923 | 8.68 | |
| 0.2406 | 16.49 | |
| 0.8740 | 62.07 | |
| -0.0460 | -2.54 |
Estimation Period:
Dec 10, 2019 to Feb 6, 2026
Dec 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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