Eurogroup Laminations Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.94% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3844 | 1.66 | |
| 0.2966 | 2.99 | |
| 0.6524 | 14.70 | |
| -1.2992 | -2.94 | |
| 1.8940 | 3.52 |
Estimation Period:
Feb 10, 2023 to Feb 6, 2026
Feb 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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