Pirelli & C SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.08% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6296 | 5.08 | |
| 0.0620 | 3.01 | |
| 0.7790 | 8.45 | |
| -0.3689 | -0.61 | |
| 0.8972 | 1.03 | |
| -2.0520 | -3.07 | |
| 3.2265 | 4.68 | |
| -3.1779 | -5.04 | |
| 2.2852 | 3.93 | |
| -1.0027 | -1.99 | |
| 0.2787 | 0.79 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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