Natuzzi SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:77.63% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0474 | 3.90 | |
| 0.1425 | 7.88 | |
| 0.7741 | 31.08 | |
| 0.2432 | 3.62 | |
| -0.3515 | -3.34 | |
| 0.1250 | 1.47 | |
| 0.0796 | 1.24 | |
| -0.2358 | -4.33 | |
| 0.2098 | 3.52 | |
| -0.0282 | -0.50 | |
| -0.1732 | -2.75 | |
| 0.3178 | 3.70 |
Estimation Period:
May 13, 1993 to Jan 23, 2026
May 13, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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