Pirelli & C SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.06% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0071 | 1.53 | |
| 0.8129 | 40.86 | |
| 0.1446 | 16.11 | |
| 0.0437 | 1.40 | |
| 0.0511 | 1.42 | |
| 0.9390 | 23.74 |
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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