Somec S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.15% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2229 | 4.30 | |
| 0.1057 | 13.35 | |
| 0.9611 | 103.85 | |
| 4.3622 | 5.58 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
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