Orsero S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.31% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2340 | 10.74 | |
| 0.3344 | 14.18 | |
| 0.8215 | 53.71 | |
| -0.0251 | -1.08 |
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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