Davide Campari-Milano NV GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.85% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 9.30 | |
| 0.0447 | 17.69 | |
| 0.9432 | 262.57 |
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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