Aquafil S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.64% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1547 | 10.00 | |
| 0.2354 | 27.59 | |
| 0.9246 | 131.93 | |
| -0.0382 | -4.45 |
Estimation Period:
Apr 5, 2017 to Feb 6, 2026
Apr 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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