Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.34% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9697 | 5.95 | |
| 0.1251 | 7.29 | |
| 0.8293 | 38.69 | |
| 0.0204 | 0.73 | |
| 0.0004 | 0.01 | |
| -0.0750 | -2.57 | |
| 0.1070 | 3.56 | |
| -0.0572 | -2.21 | |
| -0.0238 | -0.68 | |
| 0.0450 | 1.02 | |
| -0.0208 | -0.74 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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