Fidia Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.05% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9854 | 4.13 | |
| 0.3118 | 6.63 | |
| 0.5338 | 11.25 | |
| 0.1505 | 1.30 | |
| -0.0553 | -0.30 | |
| -0.2669 | -1.77 | |
| 0.2567 | 1.78 | |
| -0.0570 | -0.29 | |
| -0.1430 | -0.51 | |
| 0.2471 | 0.83 | |
| -0.2792 | -1.24 | |
| 0.3692 | 2.55 | |
| -0.3589 | -4.23 |
Estimation Period:
May 25, 2001 to Feb 6, 2026
May 25, 2001 to Feb 6, 2026
News Impact Curve
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