Opportunita Italia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:6.38% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0301 | 3.01 | |
| 0.3373 | 4.76 | |
| 0.0000 | 0.00 | |
| 0.7620 | 0.58 | |
| -0.6899 | -0.37 | |
| -0.0113 | -0.01 | |
| -0.5004 | -0.34 | |
| 1.1098 | 0.83 | |
| -1.7734 | -1.15 | |
| 1.8751 | 1.15 | |
| -1.3241 | -1.00 | |
| 1.9984 | 1.94 | |
| -6.0168 | -2.75 |
Estimation Period:
Feb 15, 2017 to Dec 23, 2025
Feb 15, 2017 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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