Saipem SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.23% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9386 | 6.05 | |
| 0.1209 | 7.52 | |
| 0.8305 | 38.54 | |
| 0.0140 | 0.51 | |
| 0.0112 | 0.28 | |
| -0.0826 | -2.93 | |
| 0.1101 | 3.81 | |
| -0.0522 | -2.06 | |
| -0.0423 | -1.18 | |
| 0.0944 | 1.89 | |
| -0.1570 | -2.48 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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