Ferrari NV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.07% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1476 | 7.91 | |
| 0.0829 | 4.16 | |
| 0.8086 | 17.02 | |
| 0.0173 | 1.68 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
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