Ferretti SPA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.07% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 1.66 | |
| 0.1093 | 14.67 | |
| 0.9016 | 146.27 | |
| 0.3857 | 2.38 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
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