MARR S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.35% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 11.38 | |
| 0.1219 | 23.98 | |
| 0.9647 | 354.95 | |
| -0.0420 | -6.33 |
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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