Hera SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.37% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7197 | 8.88 | |
| 0.1003 | 7.45 | |
| 0.8530 | 44.56 | |
| -0.0090 | -2.98 | |
| 0.0110 | 2.87 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
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