Cembre S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.83% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5560 | 10.97 | |
| 0.1037 | 22.49 | |
| 0.9432 | 171.00 | |
| 4.6313 | 8.48 |
Estimation Period:
Dec 29, 1997 to Feb 6, 2026
Dec 29, 1997 to Feb 6, 2026
Other Cembre S.p.A. Analyses
Other GAS-GARCH Student T Analyses on International Equities