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V-Lab

Opportunita Italia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:6.38% (-3.43%)
Analysis last updated: Tuesday, December 30, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Opportunita Italia SGARCH
paramt-stat
ω1.03013.01
α0.33734.76
β0.00000.00
γ10.76200.58
γ2-0.6899-0.37
γ3-0.0113-0.01
γ4-0.5004-0.34
γ51.10980.83
γ6-1.7734-1.15
γ71.87511.15
γ8-1.3241-1.00
γ91.99841.94
γ10-6.0168-2.75
Estimation Period:
Feb 15, 2017 to Dec 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts