Hera SpA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.70% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 14.04 | |
| 0.1717 | 30.32 | |
| 0.9574 | 441.00 | |
| -0.0703 | -13.54 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities