I Grandi Viaggi SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.55% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 1.72 | |
| 0.0355 | 10.86 | |
| 0.9945 | 490.85 | |
| 0.0382 | 8.03 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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