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Ascopiave Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.21% (+5.72%)
Analysis last updated: Saturday, February 14, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ascopiave Spa S0GARCH
paramt-stat
ω0.81675.27
α0.18507.17
β0.642313.46
γ1-0.2691-2.32
γ20.51633.02
γ3-0.4207-3.59
γ40.21772.13
γ5-0.0095-0.10
γ6-0.0826-0.67
γ70.06890.56
γ8-0.0228-0.30
Estimation Period:
Dec 28, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts