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Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.85% (-1.26%)
Analysis last updated: Friday, February 6, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saipem SpA S0GARCH
paramt-stat
ω0.96555.96
α0.12527.29
β0.829038.62
γ10.01680.60
γ20.00650.16
γ3-0.0793-2.72
γ40.10923.65
γ5-0.0574-2.21
γ6-0.0248-0.69
γ70.04661.04
γ8-0.0225-0.79
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts