Autostrade Meridionali S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.70% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2029 | 20.95 | |
| 0.6418 | 33.28 | |
| -0.0388 | -3.12 | |
| 0.0159 | 2.55 | |
| 0.0116 | 2.01 | |
| 0.9847 | 145.78 |
Estimation Period:
Aug 16, 1994 to Feb 13, 2026
Aug 16, 1994 to Feb 13, 2026
News Impact Curve
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