Digital Value S.P.A Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.08% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0293 | 2.45 | |
| 0.2269 | 3.73 | |
| 0.0000 | 0.00 | |
| 2.5983 | 3.25 | |
| -3.9754 | -3.62 | |
| 2.7145 | 3.21 | |
| -2.9569 | -4.02 | |
| 2.7512 | 3.54 | |
| -1.3879 | -1.53 | |
| 1.6762 | 1.79 | |
| -11.2312 | -8.44 |
Estimation Period:
Nov 8, 2018 to Feb 6, 2026
Nov 8, 2018 to Feb 6, 2026
News Impact Curve
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