Portobello S.P.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.69% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.91 | |
| 0.3985 | 17.44 | |
| 0.3768 | 17.62 |
Estimation Period:
Jul 13, 2018 to Feb 13, 2026
Jul 13, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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