MARR S.p.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.83% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1554 | 15.47 | |
| 0.0708 | 22.19 | |
| 0.8770 | 159.66 |
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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