Pirelli & C SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.04% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6266 | 5.09 | |
| 0.0604 | 2.97 | |
| 0.7794 | 8.04 | |
| -0.3865 | -0.65 | |
| 0.9252 | 1.07 | |
| -2.0702 | -3.12 | |
| 3.2341 | 4.72 | |
| -3.1584 | -5.03 | |
| 2.2081 | 3.72 | |
| -0.7991 | -1.27 | |
| -0.2645 | -0.23 |
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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