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Banca Profilo SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.12% (+1.65%)
Analysis last updated: Thursday, February 12, 2026 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca Profilo SpA S0GARCH
paramt-stat
ω1.08414.97
α0.17766.90
β0.687719.72
γ1-0.0736-0.76
γ2-0.0001-0.00
γ30.33953.27
γ4-0.5443-4.88
γ50.48203.50
γ6-0.3461-1.94
γ70.25671.27
γ8-0.2464-1.26
γ90.16441.20
γ100.00950.15
Estimation Period:
Jul 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts