I Grandi Viaggi SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.49% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0367 | 4.69 | |
| 0.1695 | 7.16 | |
| 0.6891 | 18.10 | |
| -0.2099 | -1.51 | |
| 0.3479 | 1.65 | |
| -0.1736 | -1.44 | |
| 0.0080 | 0.09 | |
| 0.1327 | 1.43 | |
| -0.2961 | -2.57 | |
| 0.3891 | 3.09 | |
| -0.3236 | -2.61 | |
| 0.1296 | 1.14 | |
| 0.2783 | 2.09 |
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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