Italmobiliare S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.19% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0890 | 24.64 | |
| 0.7417 | 69.29 | |
| 0.0801 | 12.72 | |
| 0.0432 | 3.89 | |
| 0.0547 | 4.07 | |
| 0.9342 | 58.96 |
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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