Azimut Holding SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.10% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 12.98 | |
| 0.1194 | 24.43 | |
| 0.9742 | 656.00 | |
| -0.0615 | -16.97 |
Estimation Period:
Jul 6, 2004 to Feb 13, 2026
Jul 6, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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