Sabaf S.p.A. Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.86% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1934 | 29.17 | |
| 0.2064 | 32.80 | |
| 0.7373 | 159.65 | |
| 0.0039 | 0.39 |
Estimation Period:
Mar 23, 1998 to Feb 13, 2026
Mar 23, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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