Ferrari Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.62% (-16.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6852 | 4.40 | |
| 0.1225 | 2.79 | |
| 0.1553 | 0.95 | |
| -1.7388 | -2.99 | |
| 2.6114 | 3.02 | |
| -1.5857 | -2.33 | |
| 1.5543 | 2.56 | |
| -1.8407 | -3.41 | |
| 1.8295 | 3.59 | |
| -0.8867 | -1.61 | |
| -0.1751 | -0.33 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ferrari Nv Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities