Ratti S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.03% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8512 | 5.77 | |
| 0.1116 | 28.08 | |
| 0.9645 | 152.01 | |
| 3.4112 | 17.34 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
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