Somec S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.87% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0826 | 5.60 | |
| 0.6790 | 40.21 | |
| 0.1844 | 9.67 | |
| 3.4050 | 0.22 | |
| 0.4351 | 0.21 | |
| 0.0000 | 0.00 |
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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