Pozzi Milano Spa EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.33% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2746 | 14.19 | |
| 0.4113 | 17.55 | |
| 0.3793 | 8.61 | |
| -0.1304 | -4.06 |
Estimation Period:
Jul 19, 2022 to Feb 6, 2026
Jul 19, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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