I Grandi Viaggi SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.95% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7792 | 4.69 | |
| 0.0904 | 2.91 | |
| 0.7177 | 7.21 | |
| -0.3331 | -1.30 | |
| 0.8052 | 2.38 | |
| -0.7635 | -5.66 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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