Ascopiave S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.18% (-5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1612 | 21.28 | |
| 0.6199 | 56.36 | |
| 0.0779 | 5.22 | |
| 0.0234 | 1.17 | |
| 0.0105 | 1.62 | |
| 0.9804 | 68.85 |
Estimation Period:
Dec 11, 2006 to Feb 13, 2026
Dec 11, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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