Italian Wine Brands Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:91.66% (+62.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2147 | 8.60 | |
| 0.5577 | 7.72 | |
| -0.1735 | -4.26 | |
| 3.4702 | 0.04 | |
| 0.1149 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 17, 2022 to Jan 30, 2026
Mar 17, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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