Clabo Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:42.56% (-6.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0415 | 17.00 | |
| 0.5292 | 28.32 | |
| 0.6026 | 25.80 | |
| 0.0255 | 1.08 |
Estimation Period:
Mar 31, 2015 to Jun 13, 2025
Mar 31, 2015 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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