Autostrade Meridionali S.p.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.18% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 11.41 | |
| 0.0906 | 15.45 | |
| 0.8856 | 124.68 |
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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