ERG SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.62% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0829 | 19.40 | |
| 0.7110 | 54.78 | |
| 0.0823 | 12.31 | |
| 0.0388 | 2.47 | |
| 0.0288 | 3.23 | |
| 0.9602 | 77.71 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
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