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V-Lab

FNM S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.22% (-0.55%)
Analysis last updated: Wednesday, February 11, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FNM S.p.A. S0GARCH
paramt-stat
ω0.90324.34
α0.179510.67
β0.747433.46
γ1-0.1319-2.31
γ20.16231.93
γ3-0.0601-1.11
γ40.05441.06
γ50.03920.69
γ6-0.1614-2.45
γ70.15532.26
γ8-0.1112-1.88
γ90.08902.31
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts