Ferretti SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:1,232,804.20% (-535,205.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.3120 | 13.61 | |
| 0.2970 | 693.91 | |
| 0.9990 | 13,144.74 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
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