Iveco Group N V EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.70% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 8.02 | |
| 0.2529 | 40.80 | |
| 0.9963 | 762.86 | |
| 0.0399 | 4.62 |
Estimation Period:
Jan 3, 2022 to Feb 6, 2026
Jan 3, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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