Avio S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:69.58% (-4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5571 | 5.28 | |
| 0.2423 | 4.58 | |
| 0.2292 | 2.20 | |
| 0.8247 | 1.36 | |
| -0.6544 | -0.68 | |
| -0.5363 | -0.55 | |
| 1.0443 | 0.77 | |
| -2.0858 | -1.53 | |
| 2.8409 | 2.45 | |
| -3.0062 | -2.32 | |
| 2.9249 | 2.77 | |
| -1.3054 | -1.80 | |
| -0.3881 | -0.45 |
Estimation Period:
Jul 31, 2015 to Feb 13, 2026
Jul 31, 2015 to Feb 13, 2026
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