Patrizia SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6567 | 3.34 | |
| 0.0887 | 5.78 | |
| 0.8513 | 35.61 | |
| -0.1644 | -2.62 | |
| 0.2102 | 2.43 | |
| -0.0509 | -1.20 | |
| 0.0238 | 0.77 | |
| -0.0308 | -1.44 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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