Philogen S.P.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.75% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7713 | 3.04 | |
| 0.3115 | 5.22 | |
| 0.2339 | 2.13 | |
| -1.5261 | -1.31 | |
| 3.0287 | 1.88 | |
| -3.0451 | -3.20 | |
| 4.1995 | 4.40 | |
| -6.3267 | -4.38 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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