Philogen S.P.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.55% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0200 | 2.99 | |
| 0.3112 | 5.14 | |
| 0.0000 | 0.00 | |
| 4.3018 | 0.99 | |
| -7.2553 | -1.17 | |
| 3.9110 | 0.97 | |
| 0.7767 | 0.22 | |
| -2.5107 | -0.82 | |
| -0.3684 | -0.12 | |
| 0.8558 | 0.21 | |
| 7.2625 | 1.72 | |
| -15.2440 | -3.99 | |
| 10.5623 | 4.29 |
Estimation Period:
Mar 8, 2021 to Feb 13, 2026
Mar 8, 2021 to Feb 13, 2026
News Impact Curve
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