Ratti S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.06% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2360 | 12.89 | |
| 0.0971 | 23.52 | |
| 0.8682 | 140.24 | |
| 0.1399 | 1.80 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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