FNM S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.44% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1937 | 29.15 | |
| 0.6754 | 81.67 | |
| -0.0054 | -0.61 | |
| 0.1105 | 2.90 | |
| 0.1782 | 3.62 | |
| 0.8068 | 14.14 |
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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