Sabaf S.p.A. MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.87% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1936 | 12.78 | |
| 0.2085 | 31.90 | |
| 0.7371 | 156.92 |
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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