FNM S.p.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.38% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1432 | 22.73 | |
| 0.1218 | 41.94 | |
| 0.8663 | 309.39 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
News Impact Curve
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