Italian Wine Brands Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.86% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3646 | 2.77 | |
| 0.0590 | 22.09 | |
| 0.9843 | 158.81 | |
| 3.0420 | 13.81 |
Estimation Period:
Jan 29, 2015 to Feb 6, 2026
Jan 29, 2015 to Feb 6, 2026
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