Ferrari NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.47% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3490 | 14.77 | |
| 0.0542 | 15.82 | |
| 0.7892 | 97.07 | |
| 1.5930 | 11.21 |
Estimation Period:
Jan 4, 2016 to Feb 13, 2026
Jan 4, 2016 to Feb 13, 2026
News Impact Curve
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