Valsoia SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.94% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1272 | 19.97 | |
| 0.6909 | 72.03 | |
| 0.0499 | 5.31 | |
| 0.4268 | 1.28 | |
| 0.8652 | 1.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 14, 2006 to Feb 13, 2026
Jul 14, 2006 to Feb 13, 2026
News Impact Curve
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