Exor Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.34% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1540 | 11.75 | |
| 0.1212 | 34.24 | |
| 0.8103 | 192.43 | |
| 0.9759 | 19.85 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
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