Allcore Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.76% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8236 | 6.36 | |
| 0.1111 | 2.96 | |
| 0.5691 | 3.77 | |
| 0.7728 | 2.90 | |
| -0.9819 | -2.53 | |
| 0.2957 | 1.46 |
Estimation Period:
Nov 5, 2021 to Feb 6, 2026
Nov 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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