Ferretti SPA MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:88.01% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3971 | 9.87 | |
| 0.2796 | 14.01 | |
| 0.6498 | 50.12 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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