Hera SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.26% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0515 | 11.57 | |
| 0.7934 | 80.28 | |
| 0.1073 | 15.91 | |
| 0.0885 | 1.19 | |
| 0.0740 | 1.13 | |
| 0.8886 | 9.05 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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