FNM S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.80% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 22.62 | |
| 0.1465 | 48.69 | |
| 0.8401 | 300.48 | |
| 0.2117 | 3.58 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
News Impact Curve
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