Digital Value S.P.A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.42% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0747 | 1.35 | |
| 0.0000 | 0.00 | |
| 0.1196 | 2.59 | |
| 0.0106 | 0.27 | |
| 0.6361 | 0.68 | |
| 0.3639 | 0.32 |
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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