Italian Exhibition Group SPA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.96% (-9.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8113 | 12.32 | |
| 0.2264 | 17.80 | |
| 0.6266 | 32.12 |
Estimation Period:
Jun 19, 2019 to Feb 6, 2026
Jun 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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