A2A SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.03% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0121 | 5.11 | |
| 0.1091 | 8.12 | |
| 0.8212 | 45.66 | |
| -0.1660 | -3.01 | |
| 0.2575 | 3.21 | |
| -0.0975 | -1.90 | |
| 0.0262 | 0.61 | |
| -0.1028 | -2.59 | |
| 0.1592 | 3.80 | |
| -0.1151 | -2.65 | |
| 0.0538 | 1.64 |
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Jul 21, 1998 to Feb 6, 2026
News Impact Curve
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