Digital Value S.P.A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.39% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 4.26 | |
| 0.1211 | 7.81 | |
| 0.9723 | 123.62 | |
| -0.0244 | -2.36 |
Estimation Period:
Nov 8, 2018 to Feb 6, 2026
Nov 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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