Ferrari NV EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.42% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 3.66 | |
| 0.0349 | 5.75 | |
| 0.9712 | 262.29 | |
| -0.0548 | -10.70 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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