Exor Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.3640 | 7.66 | |
| 0.0766 | 63.23 | |
| 0.9988 | 6,703.21 | |
| 5.1855 | 19.43 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
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