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Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.34% (+1.12%)
Analysis last updated: Saturday, February 21, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saipem SpA S0GARCH
paramt-stat
ω0.96975.95
α0.12517.29
β0.829338.69
γ10.02040.73
γ20.00040.01
γ3-0.0750-2.57
γ40.10703.56
γ5-0.0572-2.21
γ6-0.0238-0.68
γ70.04501.02
γ8-0.0208-0.74
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts