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	param	t-stat
$ω$	0.6581	1.17
$α$	0.0000	0.00
$β$	0.9997	27.31
$γ_{1}$	-86.1579	-0.73
$γ_{2}$	100.6569	0.77
$γ_{3}$	5.4651	0.13
$γ_{4}$	-43.4246	-1.36
$γ_{5}$	11.7011	0.45
$γ_{6}$	43.1131	1.80
$γ_{7}$	-32.0549	-1.38
$γ_{8}$	-24.2184	-1.05
$γ_{9}$	40.9048	2.15
$γ_{10}$	-17.9196	-1.46

V-Lab

GPE Pizzorno Environnement Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:28.41% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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