I Grandi Viaggi SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.66% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9144 | 5.09 | |
| 0.0907 | 2.63 | |
| 0.5468 | 2.90 | |
| 0.2731 | 0.67 | |
| -0.5735 | -0.99 | |
| 1.2918 | 3.32 | |
| -2.6085 | -5.00 |
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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