Esautomotion Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.48% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1113 | 14.61 | |
| 0.7920 | 49.41 | |
| 0.0195 | 1.05 | |
| 2.7291 | 1.19 | |
| 0.5868 | 1.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 31, 2018 to Feb 6, 2026
Jul 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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