Banca Sistema S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.48% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8036 | 3.92 | |
| 0.1531 | 5.64 | |
| 0.6526 | 10.51 | |
| -0.5872 | -0.62 | |
| 0.1684 | 0.12 | |
| 1.0173 | 1.14 | |
| -0.3799 | -0.55 | |
| -1.2398 | -1.95 | |
| 2.0333 | 3.22 | |
| -2.0066 | -3.15 | |
| 2.3389 | 3.16 | |
| -2.4933 | -3.10 | |
| 1.5371 | 2.93 |
Estimation Period:
Jul 2, 2015 to Feb 6, 2026
Jul 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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