Landi Renzo SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.37% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1831 | 11.25 | |
| 0.2665 | 22.24 | |
| 0.9294 | 147.18 | |
| -0.0561 | -4.79 |
Estimation Period:
Jun 26, 2007 to Feb 13, 2026
Jun 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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