Fiera Milano SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.20% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5344 | 6.01 | |
| 0.2067 | 7.40 | |
| 0.6027 | 13.42 | |
| -0.1575 | -1.54 | |
| 0.5106 | 2.64 | |
| -0.6893 | -3.12 | |
| 0.4095 | 1.98 | |
| 0.0276 | 0.19 | |
| -0.2337 | -1.78 | |
| 0.2874 | 2.32 | |
| -0.4382 | -4.41 | |
| 0.5899 | 6.03 | |
| -0.6396 | -3.55 |
Estimation Period:
Dec 11, 2002 to Feb 6, 2026
Dec 11, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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