Italmobiliare S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.48% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8586 | 7.02 | |
| 0.1141 | 10.63 | |
| 0.8347 | 61.83 | |
| -0.0172 | -1.44 | |
| 0.0012 | 0.07 | |
| 0.0542 | 4.06 | |
| -0.0761 | -5.76 | |
| 0.0568 | 4.33 | |
| -0.0218 | -2.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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