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A2A SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.03% (-0.81%)
Analysis last updated: Tuesday, February 10, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of A2A SpA S0GARCH
paramt-stat
ω1.01215.11
α0.10918.12
β0.821245.66
γ1-0.1660-3.01
γ20.25753.21
γ3-0.0975-1.90
γ40.02620.61
γ5-0.1028-2.59
γ60.15923.80
γ7-0.1151-2.65
γ80.05381.64
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts