Aquafil SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.40% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1218 | 10.45 | |
| 0.6966 | 40.22 | |
| 0.0606 | 5.00 | |
| 0.0081 | 0.11 | |
| 0.0084 | 1.41 | |
| 0.9916 | 76.97 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities