Ratti S.p.A. GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.72% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2320 | 13.51 | |
| 0.0956 | 22.54 | |
| 0.8708 | 137.71 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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