Toscana Aeroporti S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.22% (-7.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1875 | 11.80 | |
| 0.1048 | 2.83 | |
| -0.0032 | -0.25 | |
| 1.1812 | 0.83 | |
| 0.7126 | 0.87 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 25, 2007 to Jan 30, 2026
Jul 25, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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