Franchetti SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.04% (-7.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2155 | 3.06 | |
| 0.2554 | 3.27 | |
| 0.6436 | 9.41 | |
| 0.1811 | 1.09 |
Estimation Period:
Oct 5, 2022 to Feb 6, 2026
Oct 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Franchetti SPA Analyses
Other Spline-GARCH Analyses on International Equities