Fiera Milano SpA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.67% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 13.39 | |
| 0.0836 | 21.62 | |
| 0.9164 | 239.40 |
Estimation Period:
Dec 11, 2002 to Feb 6, 2026
Dec 11, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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