Ascopiave Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.21% (+5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8167 | 5.27 | |
| 0.1850 | 7.17 | |
| 0.6423 | 13.46 | |
| -0.2691 | -2.32 | |
| 0.5163 | 3.02 | |
| -0.4207 | -3.59 | |
| 0.2177 | 2.13 | |
| -0.0095 | -0.10 | |
| -0.0826 | -0.67 | |
| 0.0689 | 0.56 | |
| -0.0228 | -0.30 |
Estimation Period:
Dec 28, 2006 to Feb 13, 2026
Dec 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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