FNM S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.22% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 4.34 | |
| 0.1795 | 10.67 | |
| 0.7474 | 33.46 | |
| -0.1319 | -2.31 | |
| 0.1623 | 1.93 | |
| -0.0601 | -1.11 | |
| 0.0544 | 1.06 | |
| 0.0392 | 0.69 | |
| -0.1614 | -2.45 | |
| 0.1553 | 2.26 | |
| -0.1112 | -1.88 | |
| 0.0890 | 2.31 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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