Equita Group S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.60% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7496 | 3.35 | |
| 0.1572 | 4.47 | |
| 0.5935 | 8.10 | |
| -0.3749 | -0.39 | |
| 1.3577 | 0.94 | |
| -3.0790 | -2.79 | |
| 4.0773 | 4.38 | |
| -3.3663 | -5.02 | |
| 2.2585 | 3.05 | |
| -1.1012 | -1.21 | |
| 0.2328 | 0.21 |
Estimation Period:
Nov 23, 2017 to Feb 6, 2026
Nov 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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