ENAV S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.44% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1125 | 6.48 | |
| 0.1092 | 11.37 | |
| 0.9269 | 86.92 | |
| 4.5298 | 4.28 |
Estimation Period:
Jul 26, 2016 to Feb 6, 2026
Jul 26, 2016 to Feb 6, 2026
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