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Pirelli & C SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.08% (+0.06%)
Analysis last updated: Thursday, February 12, 2026 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pirelli & C SpA S0GARCH
paramt-stat
ω0.62965.08
α0.06203.01
β0.77908.45
γ1-0.3689-0.61
γ20.89721.03
γ3-2.0520-3.07
γ43.22654.68
γ5-3.1779-5.04
γ62.28523.93
γ7-1.0027-1.99
γ80.27870.79
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts