Ferrari Nv AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.71% (-5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6782 | 8.99 | |
| 0.0714 | 14.12 | |
| 0.6606 | 21.97 | |
| 1.1736 | 9.04 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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