Allcore Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.37% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5776 | 6.63 | |
| 0.1083 | 2.84 | |
| 0.5827 | 4.01 | |
| 0.2918 | 2.26 | |
| -0.4626 | -2.00 |
Estimation Period:
Nov 5, 2021 to Feb 6, 2026
Nov 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities