Italian Wine Brands Spa GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.20% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 5.27 | |
| 0.0334 | 12.56 | |
| 0.9600 | 249.47 |
Estimation Period:
Jan 29, 2015 to Feb 6, 2026
Jan 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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