Pozzi Milano Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.30% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4418 | 9.99 | |
| 0.3233 | 12.89 | |
| 0.7897 | 35.33 | |
| 0.0015 | 0.08 |
Estimation Period:
Jul 28, 2022 to Feb 6, 2026
Jul 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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