Destination Italia SPA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.75% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0706 | 4.98 | |
| 0.2543 | 11.12 | |
| 0.5561 | 6.33 | |
| 0.0079 | 0.28 |
Estimation Period:
Oct 19, 2021 to Jan 30, 2026
Oct 19, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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