Davide Campari-Milano N V Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.94% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6532 | 7.65 | |
| 0.0372 | 3.16 | |
| 0.9209 | 39.56 | |
| 0.1868 | 2.37 | |
| -0.2172 | -1.82 | |
| 0.0695 | 0.83 | |
| -0.1184 | -1.35 | |
| 0.2256 | 2.39 | |
| -0.2397 | -3.21 |
Estimation Period:
Aug 23, 2010 to Feb 6, 2026
Aug 23, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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