Recordati SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.98% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4475 | 19.67 | |
| 0.2072 | 24.17 | |
| 0.6816 | 61.35 |
Estimation Period:
Nov 19, 2018 to Feb 13, 2026
Nov 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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