Italian Exhibition Group SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.00% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9238 | 5.97 | |
| 0.2308 | 3.70 | |
| 0.5629 | 6.16 | |
| -0.1304 | -2.24 | |
| 0.2507 | 2.05 |
Estimation Period:
Jun 19, 2019 to Feb 6, 2026
Jun 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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