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	param	t-stat
$ω$	4.1881	0.44
$α$	0.6404	3.07
$β$	0.3435	4.20
$γ_{1}$	170.0010	3.96
$γ_{2}$	-279.1679	-5.67
$γ_{3}$	190.4322	9.89
$γ_{4}$	-139.7409	-5.92
$γ_{5}$	80.7502	2.77
$γ_{6}$	-26.4846	-1.23
$γ_{7}$	6.3386	0.50
$γ_{8}$	-7.2696	-0.69
$γ_{9}$	10.9209	1.54
$γ_{10}$	-7.9432	-1.54

V-Lab

Ferretti SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:80.33% (+21.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses