Exor Spa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.25% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1432 | 18.24 | |
| 0.0980 | 29.81 | |
| 0.8648 | 211.75 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities