PRADA SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7814 | 10.91 | |
| 0.1511 | 5.32 | |
| 0.2838 | 2.41 | |
| 0.1632 | 5.35 | |
| -0.1747 | -3.72 | |
| -0.0211 | -0.69 | |
| 0.0488 | 2.54 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
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