A2A SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.44% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9987 | 5.01 | |
| 0.1094 | 8.11 | |
| 0.8203 | 45.44 | |
| -0.1744 | -3.13 | |
| 0.2718 | 3.37 | |
| -0.1083 | -2.11 | |
| 0.0352 | 0.82 | |
| -0.1104 | -2.77 | |
| 0.1665 | 3.83 | |
| -0.1245 | -2.42 | |
| 0.0723 | 0.85 |
Estimation Period:
Jul 21, 1998 to Feb 6, 2026
Jul 21, 1998 to Feb 6, 2026
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