Masi Agricola S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.32% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1416 | 16.49 | |
| 0.3455 | 27.63 | |
| 0.8489 | 90.90 | |
| -0.0217 | -1.73 |
Estimation Period:
Jun 30, 2015 to Feb 6, 2026
Jun 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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