Misitano & Stracuzzi S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7991 | 1.61 | |
| 0.1202 | 1.43 | |
| 0.0000 | 0.00 | |
| -23.5654 | -0.37 | |
| 20.6231 | 0.23 | |
| 35.0189 | 0.64 | |
| -76.8933 | -1.23 | |
| 81.9769 | 1.45 | |
| -72.7652 | -1.67 | |
| 54.2791 | 1.96 |
Estimation Period:
Aug 2, 2024 to Feb 6, 2026
Aug 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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