Sabaf S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.81% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1555 | 27.54 | |
| 0.1135 | 40.41 | |
| 0.8404 | 255.20 | |
| 0.1538 | 4.60 |
Estimation Period:
Mar 23, 1998 to Feb 6, 2026
Mar 23, 1998 to Feb 6, 2026
News Impact Curve
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