ACEA SpA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.59% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 13.87 | |
| 0.1565 | 29.53 | |
| 0.9602 | 421.33 | |
| -0.0402 | -5.93 |
Estimation Period:
Jul 15, 1999 to Feb 6, 2026
Jul 15, 1999 to Feb 6, 2026
News Impact Curve
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