Terna - Rete Elettrica Nazionale AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 9.10 | |
| 0.0705 | 23.73 | |
| 0.8906 | 247.79 | |
| 0.6389 | 15.52 |
Estimation Period:
Jun 22, 2004 to Feb 6, 2026
Jun 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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