ERG SpA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.66% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2637 | 27.00 | |
| 0.1279 | 42.46 | |
| 0.7945 | 187.02 | |
| 0.4872 | 12.21 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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