Neosperience Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:47.81% (-6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6446 | 12.51 | |
| 0.2680 | 13.07 | |
| 0.2962 | 12.14 | |
| -1.0713 | -5.05 |
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Feb 20, 2019 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other Neosperience Spa Analyses
Other AGARCH Analyses on International Equities