Banca IFIS SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.70% (-5.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8997 | 4.88 | |
| 0.1776 | 8.84 | |
| 0.6869 | 19.73 | |
| 0.1092 | 1.60 | |
| -0.2024 | -2.12 | |
| 0.1168 | 1.78 | |
| 0.0289 | 0.48 | |
| -0.0956 | -1.66 | |
| 0.1204 | 2.17 | |
| -0.1244 | -2.31 | |
| 0.0245 | 0.44 | |
| 0.0176 | 0.34 | |
| 0.0271 | 0.70 |
Estimation Period:
Nov 18, 1991 to Feb 13, 2026
Nov 18, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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