Ferretti SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:436.46% (-74.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 725.3892 | 4.01 | |
| 0.1075 | 48.28 | |
| 0.9799 | 197.60 | |
| 2.0029 | 11,577.67 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
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