Allcore Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.09% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0476 | 6.71 | |
| 0.6240 | 24.76 | |
| 0.1140 | 8.55 | |
| 4.4183 | 0.48 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 5, 2021 to Feb 6, 2026
Nov 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities