Digital Value S.P.A GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.68% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 3.23 | |
| 0.0447 | 6.98 | |
| 0.9426 | 104.18 |
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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