ERG SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 19.28 | |
| 0.1612 | 34.18 | |
| 0.9668 | 632.74 | |
| -0.0437 | -9.47 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
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