Immobiliare Grande Distribuzione SIIQ SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.40% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6208 | 2.69 | |
| 0.2187 | 7.78 | |
| 0.6914 | 22.95 | |
| -0.1704 | -2.06 | |
| 0.2362 | 2.19 | |
| -0.1350 | -2.76 | |
| 0.1388 | 2.97 | |
| -0.0939 | -1.75 | |
| -0.0408 | -0.54 |
Estimation Period:
Feb 10, 2005 to Feb 6, 2026
Feb 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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