Ferrari NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.19% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9133 | 4.52 | |
| 0.0922 | 3.94 | |
| 0.7462 | 12.32 | |
| 0.8796 | 3.11 | |
| -1.2537 | -2.93 | |
| 0.6222 | 2.24 | |
| -0.4293 | -1.87 | |
| 0.3952 | 1.62 | |
| -0.3439 | -1.68 |
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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