Buzzi SPA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.33% (+6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1375 | 16.07 | |
| 0.0590 | 24.17 | |
| 0.9176 | 271.64 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
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