Moda Bagno SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2111 | 2.73 | |
| 0.1140 | 9.86 | |
| 0.8736 | 69.47 | |
| 0.0996 | 0.35 | |
| -0.2603 | -0.60 | |
| 0.3661 | 1.25 | |
| -0.4857 | -1.93 | |
| 0.8219 | 2.05 | |
| -1.7550 | -4.08 | |
| 2.7133 | 4.67 | |
| -2.2488 | -2.11 | |
| 0.7186 | 0.78 | |
| 0.1461 | 0.37 |
Estimation Period:
Apr 23, 2001 to Feb 6, 2026
Apr 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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