Clabo Spa GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:42.13% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3010 | 17.88 | |
| 0.3996 | 16.75 | |
| 0.3430 | 16.25 |
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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