Generali EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:33.86% (-55.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 2.93 | |
| 0.4592 | 13.17 | |
| 0.2721 | 3.04 | |
| -0.0774 | -2.13 |
Estimation Period:
Nov 16, 2022 to Jun 20, 2025
Nov 16, 2022 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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