Buzzi SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.72% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 16.21 | |
| 0.1351 | 23.82 | |
| 0.9728 | 580.80 | |
| -0.0256 | -4.49 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
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