Casta Diva Group SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.77% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3401 | 17.28 | |
| 0.2778 | 7.10 | |
| -0.0481 | -1.10 | |
| 6.8854 | 0.47 | |
| 0.4712 | 0.42 | |
| 0.0847 | 0.04 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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