Caleffi Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.22% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0822 | 13.65 | |
| 0.7361 | 60.46 | |
| 0.0804 | 8.05 | |
| 0.0294 | 1.44 | |
| 0.0098 | 1.34 | |
| 0.9833 | 87.45 |
Estimation Period:
Nov 11, 2005 to Feb 6, 2026
Nov 11, 2005 to Feb 6, 2026
News Impact Curve
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