Sabaf S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.31% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1122 | 24.84 | |
| 0.7010 | 64.04 | |
| 0.0327 | 4.91 | |
| 0.0085 | 1.92 | |
| 0.0191 | 4.22 | |
| 0.9782 | 180.62 |
Estimation Period:
Mar 23, 1998 to Feb 6, 2026
Mar 23, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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