Eurogroup Laminations Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.82% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1246 | 9.08 | |
| 0.0768 | 39.66 | |
| 0.9947 | 1,414.99 | |
| 3.3117 | 69.98 |
Estimation Period:
Feb 10, 2023 to Feb 6, 2026
Feb 10, 2023 to Feb 6, 2026
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