Cembre S.p.A. GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.70% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1788 | 20.43 | |
| 0.0947 | 33.53 | |
| 0.8531 | 197.48 |
Estimation Period:
Dec 29, 1997 to Feb 13, 2026
Dec 29, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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