FNM S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0126 | 4.33 | |
| 0.1597 | 58.70 | |
| 0.9758 | 173.29 | |
| 2.7578 | 58.16 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
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