Iren SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.38% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0323 | 10.69 | |
| 0.7803 | 46.92 | |
| 0.0936 | 16.99 | |
| 0.0216 | 1.91 | |
| 0.0272 | 2.69 | |
| 0.9656 | 76.56 |
Estimation Period:
Nov 30, 2000 to Feb 6, 2026
Nov 30, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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