Ferretti SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.75% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 7.15 | |
| 0.1064 | 13.41 | |
| 0.8926 | 118.16 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
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