Ferretti SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.85% (+11.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4712 | 6.30 | |
| 0.2735 | 12.95 | |
| 0.5627 | 15.57 |
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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