Ferrari Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.74% (-17.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6819 | 4.39 | |
| 0.1220 | 2.77 | |
| 0.1604 | 0.95 | |
| -1.7620 | -3.03 | |
| 2.6470 | 3.06 | |
| -1.6044 | -2.35 | |
| 1.5592 | 2.57 | |
| -1.8235 | -3.39 | |
| 1.7698 | 3.50 | |
| -0.7395 | -1.19 | |
| -0.5745 | -0.57 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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