Enrys Island SPA Societa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.19% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4111 | 6.93 | |
| 0.1026 | 2.04 | |
| 0.1076 | 0.88 | |
| 1.6184 | 0.61 | |
| 0.4402 | 0.72 | |
| 0.4728 | 0.56 |
Estimation Period:
Jul 20, 2023 to Feb 6, 2026
Jul 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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