Caltagirone SpA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.31% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 21.94 | |
| 0.1638 | 33.92 | |
| 0.9758 | 729.33 | |
| -0.0127 | -2.70 |
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Feb 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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