Terna - Rete Elettrica Nazionale GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.47% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 18.22 | |
| 0.0737 | 23.05 | |
| 0.8984 | 258.45 |
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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