Pettenati Sa Industria MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.42% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1376 | 7.28 | |
| 0.6611 | 5.59 | |
| -0.1376 | -7.15 | |
| 0.1019 | 0.10 | |
| 0.0517 | 0.24 | |
| 0.9351 | 2.99 |
Estimation Period:
Jul 9, 2007 to Jan 30, 2026
Jul 9, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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