Exor Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.38% (+5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0392 | 8.63 | |
| 0.7744 | 92.64 | |
| 0.1439 | 21.79 | |
| 0.0226 | 2.20 | |
| 0.0232 | 3.17 | |
| 0.9702 | 101.06 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
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