Farmacosmo S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.86% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2786 | 3.24 | |
| 0.1528 | 3.09 | |
| 0.6215 | 4.90 | |
| 3.4072 | 1.21 | |
| -6.1284 | -1.31 | |
| 4.6815 | 1.45 | |
| -3.4771 | -1.41 | |
| 3.4838 | 1.26 |
Estimation Period:
Mar 30, 2022 to Feb 6, 2026
Mar 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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