Bellini Nautica S P A Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.12%
unchanged at 0.00%
1 Week
52.35%
increased by 7.23%
1 Month
54.72%
increased by 9.60%
Analysis last updated: Thursday, May 21, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8695 | 6.79 | |
| 0.3148 | 4.36 | |
| 0.0681 | 0.79 | |
| 0.0549 | 0.16 | |
| -0.5364 | -0.93 | |
| 1.5207 | 2.45 |
Estimation Period:
Jun 15, 2022 to May 15, 2026
Jun 15, 2022 to May 15, 2026
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