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	param	t-stat
$m$	106
$α$	0.1993	8.47
$β$	0.6037	18.52
$γ$	-0.0707	-2.63
$λ_{1}$	1.3946	0.14
$λ_{2}$	0.1410	0.13
$λ_{3}$	0.6251	0.23

V-Lab

Ferretti SPA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.01% (+11.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses