Poste Italiane SpA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.85% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 7.63 | |
| 0.1460 | 18.16 | |
| 0.9611 | 300.06 | |
| -0.0739 | -12.55 |
Estimation Period:
Oct 27, 2015 to Feb 6, 2026
Oct 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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