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V-Lab

Banca IFIS SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.37% (+30.08%)
Analysis last updated: Thursday, February 12, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca IFIS SpA SGARCH
paramt-stat
ω1.98634.93
α0.17698.79
β0.688919.83
γ10.13021.87
γ2-0.2331-2.40
γ30.12881.96
γ40.03110.51
γ5-0.1086-1.88
γ60.13842.49
γ7-0.1448-2.67
γ80.05050.89
γ9-0.0258-0.45
γ100.11241.30
Estimation Period:
Nov 18, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts