Health Italia MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.98% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1660 | 9.05 | |
| 0.5947 | 17.63 | |
| 0.0544 | 2.40 | |
| 0.7704 | 1.31 | |
| 0.7702 | 2.63 | |
| 0.2298 | 0.78 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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