Skip to main content
V-Lab

Ascopiave Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.95% (+11.22%)
Analysis last updated: Tuesday, February 17, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ascopiave Spa SGARCH
paramt-stat
ω0.80645.22
α0.18557.18
β0.641513.41
γ1-0.2805-2.41
γ20.53403.12
γ3-0.4313-3.68
γ40.22432.19
γ5-0.0115-0.12
γ6-0.0872-0.68
γ70.08470.61
γ8-0.0661-0.41
Estimation Period:
Dec 28, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts