Iveco Group N V MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.05% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1422 | 0.50 | |
| 0.0000 | 0.00 | |
| -0.0879 | -0.52 | |
| 0.0027 | 0.04 | |
| 0.4329 | 0.52 | |
| 0.5671 | 1.88 |
Estimation Period:
Jan 11, 2022 to Feb 6, 2026
Jan 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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