Immobiliare Grande Distribuz AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.56% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1738 | 18.04 | |
| 0.2887 | 6.54 | |
| 0.2854 | 7.90 | |
| -0.1645 | -1.39 |
Estimation Period:
Oct 23, 2023 to Feb 6, 2026
Oct 23, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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