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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.4942	5.16***
α ARCH Response to squared shocks	0.1570	19.91***
β GARCH Volatility persistence	0.9152	56.32***
ν DF Student-t tail thickness	2.8190	18.31***

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Landi Renzo SPA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Landi Renzo SPA Analyses