Reply S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.35% (+6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8771 | 8.52 | |
| 0.0919 | 22.15 | |
| 0.9622 | 199.14 | |
| 5.1961 | 6.66 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
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