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Landi Renzo SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.00% (-2.11%)
Analysis last updated: Tuesday, February 17, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Landi Renzo SPA SGARCH
paramt-stat
ω0.62536.54
α0.15825.40
β0.709216.01
γ1-0.4755-3.08
γ20.69773.12
γ3-0.4479-2.73
γ40.57242.66
γ5-0.7619-3.26
γ60.79143.33
γ7-0.6294-2.40
γ80.32691.04
γ90.14480.25
Estimation Period:
Jun 26, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts