Franchetti SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.84% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3002 | 9.19 | |
| 0.3819 | 18.49 | |
| 0.8737 | 54.18 | |
| 0.0709 | 2.54 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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