Ratti S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.83% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2341 | 20.48 | |
| 0.4456 | 15.80 | |
| -0.0660 | -4.37 | |
| 0.7709 | 0.87 | |
| 0.2659 | 0.81 | |
| 0.6140 | 1.31 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities