Fidia Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.30% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0166 | 4.16 | |
| 0.3173 | 6.70 | |
| 0.5343 | 11.48 | |
| 0.1605 | 1.38 | |
| -0.0663 | -0.36 | |
| -0.2699 | -1.78 | |
| 0.2657 | 1.83 | |
| -0.0623 | -0.32 | |
| -0.1496 | -0.53 | |
| 0.2710 | 0.90 | |
| -0.3371 | -1.45 | |
| 0.5078 | 2.83 | |
| -0.7406 | -3.36 |
Estimation Period:
May 25, 2001 to Feb 6, 2026
May 25, 2001 to Feb 6, 2026
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