Immsi S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.08% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1739 | 16.35 | |
| 0.2753 | 35.00 | |
| 0.9034 | 150.89 | |
| -0.0198 | -3.27 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities