SOL S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.06% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1110 | 19.21 | |
| 0.0655 | 35.65 | |
| 0.8989 | 296.75 | |
| 0.3422 | 6.97 |
Estimation Period:
Jul 8, 1998 to Feb 6, 2026
Jul 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities