Aquafil S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.63% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2644 | 4.48 | |
| 0.1411 | 14.03 | |
| 0.9490 | 84.79 | |
| 4.3179 | 6.27 |
Estimation Period:
Apr 5, 2017 to Feb 6, 2026
Apr 5, 2017 to Feb 6, 2026
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