Clabo Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:62.67% (-12.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.8338 | 4.07 | |
| 0.1330 | 13.28 | |
| 0.8902 | 31.84 | |
| 2.4168 | 19.68 |
Estimation Period:
Mar 31, 2015 to Jun 13, 2025
Mar 31, 2015 to Jun 13, 2025
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