Econometric Indicators

This study presents an applied econometrics analysis of stock return behavior using real market data from three major Italian companies - Assicurazioni Generali, Enel, and Stellantis - with the goal of showing how quantitative models can be used to interpret financial market dynamics.

The work investigates return predictability, evaluates the risk–return relationship through the CAPM framework, and analyzes time-series structure using autoregressive techniques. It also explores volatility behavior with GARCH models, highlighting how market shocks and clustering effects influence asset variability over time.

The study demonstrates how econometric tools translate raw financial data into actionable insights, effectively bridging financial theory and real-world market behavior in a clear, practical framework.