Azimut Holding SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.45% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7684 | 8.50 | |
| 0.0819 | 6.57 | |
| 0.8762 | 48.00 | |
| -0.0132 | -3.23 | |
| 0.0183 | 2.01 |
Estimation Period:
Jul 6, 2004 to Feb 13, 2026
Jul 6, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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