Patrizia SE GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.55% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1660 | 18.75 | |
| 0.0787 | 25.37 | |
| 0.8993 | 256.79 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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