Immsi S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.98% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6982 | 32.06 | |
| 0.1706 | 45.40 | |
| 0.7040 | 146.76 | |
| 0.2452 | 4.25 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
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