CIR SpA-Compagnie Industriali Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.54% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8890 | 5.82 | |
| 0.1205 | 9.67 | |
| 0.7942 | 39.47 | |
| -0.0108 | -0.40 | |
| 0.0169 | 0.43 | |
| -0.0582 | -2.25 | |
| 0.1322 | 6.09 | |
| -0.1318 | -6.17 | |
| 0.0619 | 2.49 | |
| -0.0151 | -0.58 | |
| 0.0112 | 0.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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