Philogen S.P.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.87% (-10.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5036 | 22.18 | |
| 0.1346 | 5.60 | |
| -0.1521 | -3.58 | |
| 0.1012 | 1.20 | |
| 0.1276 | 2.08 | |
| 0.8609 | 13.85 |
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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