Edil SAN Felice SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.52% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1918 | 6.99 | |
| 0.2908 | 3.83 | |
| 0.0171 | 0.35 | |
| 5.3049 | 0.31 | |
| 0.5848 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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