Aquafil S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.18% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1139 | 10.00 | |
| 0.6979 | 45.91 | |
| 0.0893 | 5.79 | |
| 0.0228 | 0.91 | |
| 0.0057 | 1.42 | |
| 0.9921 | 146.35 |
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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