FNM S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.18% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1335 | 25.25 | |
| 0.3039 | 44.45 | |
| 0.9424 | 345.34 | |
| -0.0244 | -3.71 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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