Ferrari NV MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.46% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0083 | 1.71 | |
| 0.6636 | 34.66 | |
| 0.2007 | 16.51 | |
| 2.8210 | 0.06 | |
| 0.1789 | 0.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
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