ERG SpA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.75% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1577 | 22.96 | |
| 0.0877 | 32.05 | |
| 0.8697 | 228.57 |
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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