Fidia SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:156.30% (-22.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0347 | 4.41 | |
| 0.6071 | 9.11 | |
| 0.3914 | 5.89 | |
| 0.1236 | 0.03 | |
| -0.4054 | -0.08 | |
| -2.9144 | -0.68 | |
| 13.1834 | 2.86 | |
| -18.0861 | -3.55 | |
| 19.9455 | 4.55 | |
| -37.0305 | -10.87 | |
| 51.5749 | 12.88 |
Estimation Period:
Jun 4, 2021 to Jan 30, 2026
Jun 4, 2021 to Jan 30, 2026
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