Immobiliare Grande Distribuzione SIIQ SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.83% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1494 | 14.71 | |
| 0.6387 | 38.54 | |
| 0.1162 | 10.95 | |
| 0.1825 | 1.39 | |
| 0.1099 | 1.28 | |
| 0.8579 | 7.74 |
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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