Opportunita Italia EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:15.80% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 8.70 | |
| 0.2575 | 10.64 | |
| 0.8258 | 45.61 | |
| 0.1101 | 8.74 |
Estimation Period:
Feb 15, 2017 to Dec 23, 2025
Feb 15, 2017 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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