Edil SAN Felice SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.44% (-5.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9789 | 7.46 | |
| 0.1408 | 2.12 | |
| 0.3677 | 1.41 | |
| -0.0098 | -0.21 |
Estimation Period:
Sep 26, 2023 to Feb 6, 2026
Sep 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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