Terna - Rete Elettrica Nazionale EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.59% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 9.07 | |
| 0.1386 | 27.01 | |
| 0.9698 | 647.81 | |
| -0.0621 | -12.58 |
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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