Ferrari NV GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.67% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1463 | 10.33 | |
| 0.0262 | 8.82 | |
| 0.9242 | 135.18 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities