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V-Lab

Autostrade Meridionali S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.30% (+0.07%)
Analysis last updated: Sunday, February 15, 2026 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autostrade Meridionali S.p.A. S0GARCH
paramt-stat
ω0.57031.97
α0.16456.45
β0.736516.38
γ1-0.1109-1.03
γ20.04360.31
γ30.19863.07
γ4-0.2367-4.63
γ50.14683.20
γ6-0.0133-0.29
γ7-0.0396-0.96
γ8-0.0047-0.14
Estimation Period:
Aug 16, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts