Ferretti SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.01% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 10.48 | |
| 0.2020 | 14.99 | |
| 0.9554 | 166.10 | |
| -0.0059 | -0.42 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
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