Banca Profilo SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.63% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0680 | 4.92 | |
| 0.1767 | 6.87 | |
| 0.6852 | 19.36 | |
| -0.0696 | -0.72 | |
| -0.0152 | -0.11 | |
| 0.3661 | 3.55 | |
| -0.5762 | -5.19 | |
| 0.5110 | 3.72 | |
| -0.3660 | -2.07 | |
| 0.2647 | 1.32 | |
| -0.2387 | -1.23 | |
| 0.1324 | 0.95 | |
| 0.1027 | 0.62 |
Estimation Period:
Jul 20, 1999 to Feb 6, 2026
Jul 20, 1999 to Feb 6, 2026
News Impact Curve
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