Health Italia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.45% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3790 | 5.53 | |
| 0.2437 | 4.61 | |
| 0.6003 | 9.49 | |
| 0.8428 | 1.84 | |
| -0.6765 | -0.83 | |
| -0.6545 | -0.98 | |
| 1.1139 | 1.97 | |
| -1.1609 | -1.93 | |
| 1.4139 | 1.47 | |
| -5.1371 | -3.01 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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