Ferretti SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.01% (+13.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7719 | 7.11 | |
| 0.4411 | 17.29 | |
| 0.6271 | 11.73 | |
| 0.1181 | 7.48 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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