I Grandi Viaggi SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.97% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4723 | 2.82 | |
| 0.0525 | 14.60 | |
| 0.9825 | 158.81 | |
| 3.4657 | 6.78 |
Estimation Period:
Feb 12, 2021 to Feb 13, 2026
Feb 12, 2021 to Feb 13, 2026
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