Ferrari NV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.12% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 5.61 | |
| 0.0818 | 14.90 | |
| 0.9566 | 260.65 | |
| -0.0882 | -15.04 |
Estimation Period:
Oct 21, 2015 to Feb 13, 2026
Oct 21, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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