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Misitano & Stracuzzi S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.36% (0.00%)
Analysis last updated: Tuesday, February 10, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Misitano & Stracuzzi S P A S0GARCH
paramt-stat
ω0.79911.61
α0.12021.43
β0.00000.00
γ1-23.5654-0.37
γ220.62310.23
γ335.01890.64
γ4-76.8933-1.23
γ581.97691.45
γ6-72.7652-1.67
γ754.27911.96
Estimation Period:
Aug 2, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts