Immobiliare Grande Distribuzione SIIQ SpA AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.31% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5442 | 29.44 | |
| 0.2479 | 45.03 | |
| 0.6616 | 136.07 | |
| 0.2977 | 7.90 |
Estimation Period:
Feb 10, 2005 to Feb 6, 2026
Feb 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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