Banca Profilo SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.12% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0841 | 4.97 | |
| 0.1776 | 6.90 | |
| 0.6877 | 19.72 | |
| -0.0736 | -0.76 | |
| -0.0001 | -0.00 | |
| 0.3395 | 3.27 | |
| -0.5443 | -4.88 | |
| 0.4820 | 3.50 | |
| -0.3461 | -1.94 | |
| 0.2567 | 1.27 | |
| -0.2464 | -1.26 | |
| 0.1644 | 1.20 | |
| 0.0095 | 0.15 |
Estimation Period:
Jul 20, 1999 to Feb 6, 2026
Jul 20, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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