Patrizia SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.19% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 12.51 | |
| 0.1451 | 31.27 | |
| 0.9836 | 837.85 | |
| -0.0435 | -9.20 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities