Reply S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.50% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 19.96 | |
| 0.1910 | 38.31 | |
| 0.9455 | 384.37 | |
| -0.0501 | -10.65 |
Estimation Period:
Dec 6, 2000 to Feb 13, 2026
Dec 6, 2000 to Feb 13, 2026
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