Caltagirone SpA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.79% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 20.61 | |
| 0.0713 | 38.15 | |
| 0.9151 | 437.65 |
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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