Azimut Holding SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.80% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0394 | 9.22 | |
| 0.7093 | 44.33 | |
| 0.1368 | 15.44 | |
| 0.0411 | 1.79 | |
| 0.0271 | 2.43 | |
| 0.9644 | 75.96 |
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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