Immsi S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.63% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1006 | 19.35 | |
| 0.8106 | 80.82 | |
| 0.0378 | 4.92 | |
| 4.6877 | 0.09 | |
| 0.0000 | 0.00 | |
| 0.1634 | 0.02 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities