Portobello S.P.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.09% (-20.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3467 | 5.92 | |
| 0.5128 | 5.49 | |
| 0.0931 | 1.45 | |
| 0.1221 | 3.82 | |
| -0.1636 | -4.04 |
Estimation Period:
Jul 13, 2018 to Feb 6, 2026
Jul 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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