The Italian Sea Group S.P.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.85% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0487 | 3.81 | |
| 0.5241 | 7.56 | |
| 0.1338 | 5.84 | |
| 0.1062 | 0.11 | |
| 0.0082 | 0.24 | |
| 0.9688 | 4.21 |
Estimation Period:
Jun 8, 2021 to Feb 6, 2026
Jun 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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