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Casta Diva Group SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.43% (-2.89%)
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 SGARCH
paramt-stat
ω0.64144.03
α0.14184.23
β0.725911.34
γ1-1.0315-1.53
γ22.42972.03
γ3-2.9311-2.20
γ43.01852.30
γ5-2.8985-3.24
γ62.24352.77
γ7-1.1613-1.07
γ80.27620.29
γ90.03670.05
γ101.08610.99
Estimation Period:
Jul 22, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts