I Grandi Viaggi SPA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.95% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2726 | 25.42 | |
| 0.3366 | 37.82 | |
| 0.8604 | 151.47 | |
| 0.0326 | 3.69 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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