Franchetti SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.79% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3615 | 18.07 | |
| 0.6296 | 55.06 | |
| -0.1605 | -5.26 | |
| 0.8053 | 3.32 | |
| 1.0000 | 5.29 | |
| 0.0000 | 0.00 |
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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