Banca IFIS SpA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.88% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 8.77 | |
| 0.0505 | 16.73 | |
| 0.9369 | 285.74 | |
| 0.7328 | 10.73 |
Estimation Period:
Nov 18, 1991 to Feb 6, 2026
Nov 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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