MARR S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.91% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9171 | 7.34 | |
| 0.0827 | 15.87 | |
| 0.9514 | 130.17 | |
| 4.6262 | 5.29 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
Other MARR S.p.A. Analyses
Other GAS-GARCH Student T Analyses on International Equities