A2A SpA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.43% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 21.54 | |
| 0.1939 | 34.79 | |
| 0.9717 | 738.93 | |
| -0.0304 | -6.41 |
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Jul 21, 1998 to Feb 6, 2026
News Impact Curve
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