Immobiliare Grande Distribuz GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.94% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8620 | 13.78 | |
| 0.2853 | 6.19 | |
| 0.3627 | 8.05 |
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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