MARR S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0379 | 9.73 | |
| 0.8491 | 81.18 | |
| 0.0642 | 12.32 | |
| 0.0043 | 0.97 | |
| 0.0070 | 2.62 | |
| 0.9916 | 250.72 |
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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