Landi Renzo SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.44% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8888 | 4.97 | |
| 0.1590 | 19.97 | |
| 0.9172 | 55.71 | |
| 2.8031 | 18.82 |
Estimation Period:
Jun 26, 2007 to Feb 13, 2026
Jun 26, 2007 to Feb 13, 2026
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