Ferretti SPA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.80% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 7.45 | |
| 0.1043 | 12.56 | |
| 0.8957 | 91.35 | |
| 0.0520 | 0.62 | |
| 1.1756 | 16.03 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
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