Credito Emiliano Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.14% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 14.18 | |
| 0.2451 | 24.45 | |
| 0.9095 | 153.72 | |
| -0.0679 | -6.69 |
Estimation Period:
Jul 19, 2018 to Feb 6, 2026
Jul 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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