doValue SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.09% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0547 | 8.26 | |
| 0.7875 | 69.74 | |
| 0.1360 | 12.00 | |
| 0.0926 | 2.29 | |
| 0.0190 | 2.91 | |
| 0.9707 | 91.35 |
Estimation Period:
Jul 14, 2017 to Feb 6, 2026
Jul 14, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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