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	param	t-stat
$ω$	36.6385	1.02
$α$	0.8890	8.10
$β$	0.0983	1.14
$γ_{1}$	54.3471	4.56
$γ_{2}$	-101.6941	-5.08
$γ_{3}$	111.7941	7.48
$γ_{4}$	-115.1677	-5.81
$γ_{5}$	69.1775	2.93
$γ_{6}$	-20.0986	-1.18
$γ_{7}$	0.8658	0.08
$γ_{8}$	-0.3631	-0.04
$γ_{9}$	-0.1949	-0.03
$γ_{10}$	18.6107	1.29

V-Lab

Ferretti SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:65.47% (-6.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses