A2A SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.05% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0763 | 21.27 | |
| 0.7707 | 81.53 | |
| 0.0739 | 12.24 | |
| 0.0259 | 4.27 | |
| 0.0327 | 5.18 | |
| 0.9597 | 129.41 |
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Jul 21, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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