Orsero S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.20% (-4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6576 | 12.02 | |
| 0.1979 | 9.15 | |
| 0.6248 | 23.31 | |
| 0.2051 | 2.24 |
Estimation Period:
Nov 10, 2015 to Feb 6, 2026
Nov 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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