Ferrari NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.68% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7207 | 5.06 | |
| 0.0684 | 3.26 | |
| 0.7490 | 8.89 | |
| 1.0319 | 2.96 | |
| -1.3887 | -2.77 | |
| 0.4196 | 1.33 | |
| 0.0472 | 0.16 | |
| -0.3674 | -1.25 | |
| 0.7157 | 2.03 | |
| -0.7359 | -2.30 |
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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