Ferrari NV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.75% (+16.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8764 | 8.39 | |
| 0.0635 | 3.53 | |
| 0.8370 | 17.13 | |
| -0.0366 | -1.64 | |
| 0.1025 | 2.00 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
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