Prada Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
40.94%
increased by 0.59%
1 Week
43.16%
increased by 2.81%
1 Month
44.29%
increased by 3.94%
Analysis last updated: Thursday, May 21, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4433 | 13.37 | |
| 0.1286 | 5.15 | |
| 0.4095 | 3.53 | |
| 0.1325 | 7.00 | |
| -0.1641 | -5.55 | |
| 0.0253 | 1.17 | |
| 0.0105 | 0.73 |
Estimation Period:
Jun 24, 2011 to May 15, 2026
Jun 24, 2011 to May 15, 2026
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