Exor Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.55% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 9.91 | |
| 0.1477 | 25.72 | |
| 0.9701 | 528.09 | |
| -0.0723 | -13.78 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities