Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.85% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9655 | 5.96 | |
| 0.1252 | 7.29 | |
| 0.8290 | 38.62 | |
| 0.0168 | 0.60 | |
| 0.0065 | 0.16 | |
| -0.0793 | -2.72 | |
| 0.1092 | 3.65 | |
| -0.0574 | -2.21 | |
| -0.0248 | -0.69 | |
| 0.0466 | 1.04 | |
| -0.0225 | -0.79 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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