Immsi S.p.A. GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.35% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4769 | 20.42 | |
| 0.1323 | 32.46 | |
| 0.7834 | 116.04 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
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