Franchetti SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.22% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0753 | 2.96 | |
| 0.2500 | 3.52 | |
| 0.6522 | 9.99 | |
| 0.0094 | 0.18 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
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