Ferrari NV APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.88% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 14.67 | |
| 0.0561 | 16.44 | |
| 0.9170 | 167.04 | |
| 0.9476 | 47.10 | |
| 0.5000 | 9.72 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
News Impact Curve
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