I Grandi Viaggi SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.45% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 4.91 | |
| 0.0320 | 11.81 | |
| 0.9614 | 262.90 |
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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