I Grandi Viaggi SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.36% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1720 | 23.76 | |
| 0.6808 | 65.39 | |
| -0.0405 | -3.49 | |
| 2.3101 | 0.35 | |
| 0.6199 | 0.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 23, 2001 to Feb 13, 2026
Jan 23, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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