Patrizia SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.54% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0726 | 16.14 | |
| 0.7732 | 67.26 | |
| 0.0718 | 9.98 | |
| 0.0351 | 3.46 | |
| 0.0230 | 4.92 | |
| 0.9720 | 168.34 |
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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