Pozzi Milano Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.14% (-6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8396 | 2.28 | |
| 0.2719 | 2.23 | |
| 0.0000 | 0.00 | |
| -10.8848 | -1.44 | |
| 22.2956 | 2.12 | |
| -19.5094 | -3.81 | |
| 9.9599 | 2.27 | |
| -0.7150 | -0.17 | |
| -3.7308 | -0.76 | |
| 6.7527 | 0.98 |
Estimation Period:
Jul 28, 2022 to Feb 6, 2026
Jul 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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