Bastogi S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:76.73% (-14.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5002 | 6.26 | |
| 0.2228 | 6.96 | |
| 0.5983 | 13.76 | |
| -0.1429 | -3.95 | |
| 0.1897 | 3.83 | |
| -0.1179 | -3.00 | |
| 0.1726 | 3.35 | |
| -0.1685 | -2.55 | |
| 0.0910 | 1.55 | |
| -0.0684 | -1.57 | |
| 0.1177 | 2.50 | |
| -0.1090 | -2.71 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bastogi S.p.A. Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities