Valsoia SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.19% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 23.23 | |
| 0.3289 | 36.54 | |
| 0.9128 | 228.71 | |
| -0.0007 | -0.08 |
Estimation Period:
Jul 14, 2006 to Feb 13, 2026
Jul 14, 2006 to Feb 13, 2026
News Impact Curve
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