Immsi S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.29% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1919 | 6.57 | |
| 0.1356 | 8.38 | |
| 0.7765 | 29.00 | |
| 0.0061 | 1.93 | |
| -0.0122 | -2.02 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
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