Revo Insurance Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
61.14%
decreased by 0.42%
1 Week
66.91%
increased by 5.35%
1 Month
68.66%
increased by 7.10%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5090 | 4.06 | |
| 0.1936 | 3.16 | |
| 0.1340 | 0.58 | |
| 0.4517 | 0.68 | |
| 0.1360 | 0.14 | |
| -1.3185 | -2.51 |
Estimation Period:
Nov 29, 2022 to May 15, 2026
Nov 29, 2022 to May 15, 2026
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