Autostrade Meridionali S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.34% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1838 | 18.94 | |
| 0.2555 | 19.97 | |
| 0.8958 | 135.13 | |
| 0.0189 | 1.37 |
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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