Omer S.P.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.60% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1071 | 9.64 | |
| 0.0719 | 2.42 | |
| 0.8236 | 9.70 | |
| 0.0111 | 1.12 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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