Reply S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.21% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3289 | 33.51 | |
| 0.1400 | 48.60 | |
| 0.7628 | 217.50 | |
| 0.4709 | 12.59 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
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