Philogen S.P.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.81% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0108 | 3.17 | |
| 0.1140 | 2.67 | |
| 0.4071 | 1.59 | |
| 0.2391 | 0.16 | |
| -0.7037 | -0.35 | |
| 0.9855 | 0.99 | |
| -1.1907 | -1.21 | |
| 2.6791 | 1.65 | |
| -6.9695 | -1.92 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
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