Nexi S.P.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.61% (-23.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.4689 | 214,688,900.00 | |
| 0.7776 | 7,776,220.00 | |
| 0.2224 | 2,223,780.00 | |
| 5,366.9730 | 53,669,730,000.00 | |
| -8,081.4470 | -80,814,470,000.00 | |
| 3,273.2920 | 32,732,920,000.00 | |
| -498.1524 | -4,981,524,000.00 | |
| 5.1587 | 51,587,340.00 | |
| -200.2955 | -2,002,955,000.00 | |
| 56.4770 | 564,770,200.00 | |
| 267.4689 | 2,674,689,000.00 | |
| -258.4582 | -2,584,582,000.00 |
Estimation Period:
May 6, 2019 to Feb 13, 2026
May 6, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nexi S.P.A. Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities