Ferrari NV AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.50% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2865 | 12.89 | |
| 0.0830 | 18.00 | |
| 0.7894 | 81.77 | |
| 1.4588 | 18.15 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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