Landi Renzo S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.74% (+6.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2729 | 5.77 | |
| 0.1436 | 22.63 | |
| 0.9337 | 81.06 | |
| 3.2751 | 14.01 |
Estimation Period:
Jun 25, 2007 to Feb 6, 2026
Jun 25, 2007 to Feb 6, 2026
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