Pirelli & C SpA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.97% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 7.63 | |
| 0.1271 | 19.84 | |
| 0.9787 | 463.61 | |
| -0.0530 | -7.20 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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