Franchetti SPA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.39% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9771 | 13.39 | |
| 0.2641 | 16.44 | |
| 0.6074 | 46.88 | |
| -0.9266 | -9.13 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
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