A2A SpA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.61% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1782 | 32.26 | |
| 0.1455 | 60.24 | |
| 0.8045 | 429.74 | |
| 0.3927 | 13.71 |
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Jul 21, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities