Portobello S.P.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.61% (+9.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7446 | 17.27 | |
| 0.4874 | 27.56 | |
| 0.7485 | 50.04 | |
| -0.0329 | -2.14 |
Estimation Period:
Jul 13, 2018 to Feb 6, 2026
Jul 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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