Misitano & Stracuzzi S P A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.58% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.8831 | 48.82 | |
| 0.0000 | 5.00 | |
| -0.5000 | -19.64 | |
| 0.0000 | 0.00 | |
| 0.7730 | 9.28 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2024 to Feb 6, 2026
Jul 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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