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Casta Diva Group SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.89% (-3.55%)
Analysis last updated: Sunday, February 15, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Casta Diva Group SPA S0GARCH
paramt-stat
ω0.65294.09
α0.14424.18
β0.719410.93
γ1-0.9455-1.40
γ22.27981.90
γ3-2.8100-2.10
γ42.90592.20
γ5-2.7885-3.12
γ62.13072.65
γ7-1.0096-0.93
γ8-0.0239-0.03
γ90.72221.00
γ10-0.6295-1.06
Estimation Period:
Jul 22, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts