Orsero S.p.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.95% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6824 | 12.51 | |
| 0.2019 | 8.91 | |
| 0.6168 | 22.48 |
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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