V-Lab: Exor N V Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Exor N V Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:27.06% (-4.83%)

Analysis last updated: Tuesday, August 12, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1615	4.44
$α$	0.0914	1.69
$β$	0.0000	0.00
$γ_{1}$	-0.0251	-0.03
$γ_{2}$	0.8033	0.81
$γ_{3}$	-1.2724	-2.80

Estimation Period:
Oct 3, 2022 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts