Franchetti SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:400.08% (+30.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 344.8568 | 2.06 | |
| 0.1619 | 14.56 | |
| 0.9138 | 22.27 | |
| 2.0136 | 492.21 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
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