Somec S.p.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.74% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1071 | 9.43 | |
| 0.2500 | 24.92 | |
| 0.9418 | 213.67 | |
| -0.0708 | -5.15 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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