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Banca IFIS SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.70% (-5.73%)
Analysis last updated: Sunday, February 15, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca IFIS SpA S0GARCH
paramt-stat
ω1.89974.88
α0.17768.84
β0.686919.73
γ10.10921.60
γ2-0.2024-2.12
γ30.11681.78
γ40.02890.48
γ5-0.0956-1.66
γ60.12042.17
γ7-0.1244-2.31
γ80.02450.44
γ90.01760.34
γ100.02710.70
Estimation Period:
Nov 18, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts