Patrizia SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.47% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6443 | 3.72 | |
| 0.0972 | 6.23 | |
| 0.8233 | 32.52 | |
| -0.1707 | -3.04 | |
| 0.2244 | 2.90 | |
| -0.0752 | -1.89 | |
| 0.0780 | 1.97 | |
| -0.1714 | -2.17 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
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