SOL S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.85% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0841 | 17.34 | |
| 0.6691 | 22.57 | |
| 0.0388 | 4.86 | |
| 0.0988 | 1.50 | |
| 0.0490 | 1.61 | |
| 0.9195 | 19.15 |
Estimation Period:
Jul 8, 1998 to Feb 6, 2026
Jul 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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