I Grandi Viaggi SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.84% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0824 | 4.79 | |
| 0.1719 | 7.26 | |
| 0.6943 | 19.01 | |
| -0.1856 | -1.32 | |
| 0.3113 | 1.45 | |
| -0.1559 | -1.27 | |
| 0.0025 | 0.03 | |
| 0.1320 | 1.40 | |
| -0.3009 | -2.57 | |
| 0.4150 | 3.27 | |
| -0.3973 | -3.25 | |
| 0.3095 | 2.85 | |
| -0.1837 | -2.31 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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