Caleffi Spa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.12% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 19.35 | |
| 0.2373 | 28.39 | |
| 0.8784 | 133.23 | |
| -0.0359 | -4.07 |
Estimation Period:
Nov 11, 2005 to Feb 6, 2026
Nov 11, 2005 to Feb 6, 2026
News Impact Curve
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