Somec S.p.A. AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.21% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2587 | 9.60 | |
| 0.1537 | 18.64 | |
| 0.7921 | 110.47 | |
| 0.7426 | 11.00 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
News Impact Curve
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