Clabo Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:48.22% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.4205 | 14.85 | |
| 0.2849 | 12.01 | |
| -0.1306 | -3.10 | |
| 8.4880 | 0.41 | |
| 0.4414 | 0.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 2015 to Jun 13, 2025
Mar 31, 2015 to Jun 13, 2025
News Impact Curve
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