Portobello S.P.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:67.68% (+20.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3654 | 16.51 | |
| 0.0948 | 6.24 | |
| 0.2481 | 5.62 | |
| 18.2439 |
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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