MARR S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.35% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7662 | 7.19 | |
| 0.0873 | 5.62 | |
| 0.7867 | 18.51 | |
| 0.0253 | 0.29 | |
| -0.0916 | -0.67 | |
| 0.0957 | 0.88 | |
| 0.0229 | 0.22 | |
| -0.1979 | -1.91 | |
| 0.3834 | 3.37 | |
| -0.4182 | -2.88 | |
| 0.1896 | 1.23 | |
| 0.0181 | 0.16 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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