Franchetti SPA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.27% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.81 | |
| 0.2254 | 13.03 | |
| 0.6600 | 34.68 | |
| -0.1441 | -3.48 | |
| 2.0560 | 11.22 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
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