Ferrari NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.70% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1082 | 5.44 | |
| 0.0739 | 9.44 | |
| 0.9416 | 86.12 | |
| 4.3102 | 3.52 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
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