FNM S.p.A. APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.40% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 13.86 | |
| 0.1320 | 40.18 | |
| 0.8652 | 250.63 | |
| 0.0687 | 4.81 | |
| 1.8181 | 32.58 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
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