Philogen S.P.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.37% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1349 | 0.27 | |
| 0.0000 | 0.00 | |
| -0.1222 | -0.24 | |
| 2.4022 | 0.03 | |
| 0.1804 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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