MARR S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.16% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1375 | 12.72 | |
| 0.0669 | 24.57 | |
| 0.8809 | 165.67 | |
| 0.5077 | 8.20 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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