Immsi S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.07% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7310 | 13.25 | |
| 0.1486 | 23.82 | |
| 0.9067 | 129.49 | |
| 4.3894 | 10.41 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
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