Autostrade Meridionali S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.92% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1111 | 9.28 | |
| 0.0928 | 16.34 | |
| 0.8820 | 127.82 | |
| -0.4426 | -5.07 |
Estimation Period:
Aug 16, 1994 to Feb 13, 2026
Aug 16, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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