Philogen S.P.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.56% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0827 | 3.62 | |
| 0.1735 | 9.60 | |
| 0.8280 | 19.37 | |
| 2.3491 | 17.76 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
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