Davide Campari-Milano NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.59% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 9.01 | |
| 0.0478 | 24.04 | |
| 0.9322 | 274.51 | |
| 0.6814 | 12.82 |
Estimation Period:
Jul 5, 2001 to Feb 6, 2026
Jul 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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