Immobiliare Grande Distribuzione SIIQ SpA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.84% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3983 | 24.33 | |
| 0.2026 | 33.79 | |
| 0.7331 | 112.24 |
Estimation Period:
Feb 10, 2005 to Feb 13, 2026
Feb 10, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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