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Banca Sistema S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.48% (+0.07%)
Analysis last updated: Friday, February 13, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca Sistema S.p.A. S0GARCH
paramt-stat
ω0.80363.92
α0.15315.64
β0.652610.51
γ1-0.5872-0.62
γ20.16840.12
γ31.01731.14
γ4-0.3799-0.55
γ5-1.2398-1.95
γ62.03333.22
γ7-2.0066-3.15
γ82.33893.16
γ9-2.4933-3.10
γ101.53712.93
Estimation Period:
Jul 2, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts