Sabaf S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.87% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9627 | 6.17 | |
| 0.0998 | 29.27 | |
| 0.9721 | 215.50 | |
| 4.1544 | 11.92 |
Estimation Period:
Mar 23, 1998 to Feb 6, 2026
Mar 23, 1998 to Feb 6, 2026
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