Ratti S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.94% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1653 | 25.59 | |
| 0.2660 | 43.49 | |
| 0.9194 | 282.98 | |
| -0.0037 | -0.41 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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