Davide Campari-Milano NV EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.84% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 6.13 | |
| 0.0779 | 15.45 | |
| 0.9852 | 594.24 | |
| -0.0533 | -13.49 |
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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