Philogen S.P.A. GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.25% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1270 | 8.71 | |
| 0.0990 | 13.93 | |
| 0.8708 | 102.81 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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