Ferrari NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.06% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4527 | 3.21 | |
| 0.0660 | 9.49 | |
| 0.9627 | 71.24 | |
| 4.4582 | 2.65 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equities