Italmobiliare S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.95% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 18.88 | |
| 0.0867 | 40.38 | |
| 0.8942 | 383.62 | |
| 0.3301 | 9.26 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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