Aquafil SPA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.21% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2002 | 9.79 | |
| 0.2383 | 17.76 | |
| 0.9127 | 95.61 | |
| -0.0513 | -4.49 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
News Impact Curve
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