Davide Campari-Milano NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.19% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7905 | 8.05 | |
| 0.0624 | 19.22 | |
| 0.9740 | 312.49 | |
| 5.4815 | 5.12 |
Estimation Period:
Jul 5, 2001 to Feb 6, 2026
Jul 5, 2001 to Feb 6, 2026
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