Ferrari Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.17% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3497 | 6.94 | |
| 0.3205 | 10.49 | |
| 0.7756 | 25.14 | |
| -0.1163 | -4.08 |
Estimation Period:
Feb 13, 2025 to Feb 6, 2026
Feb 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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