MARR S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.54% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7711 | 10.14 | |
| 0.0871 | 6.17 | |
| 0.8197 | 23.97 | |
| -0.0142 | -1.86 | |
| 0.0319 | 2.46 | |
| -0.0471 | -2.57 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
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