Skip to main content
V-Lab

Iveco Group N V Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.20% (-0.16%)
Analysis last updated: Friday, February 13, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Iveco Group N V S0GARCH
paramt-stat
ω1.29854.41
α0.14832.62
β0.58082.08
γ1-4.2951-0.80
γ27.04610.80
γ3-2.3595-0.31
γ4-1.7353-0.26
γ52.15280.32
γ60.55380.07
γ7-4.5768-0.61
γ811.49781.79
γ9-27.2212-4.70
γ1031.09967.02
Estimation Period:
Jan 4, 2022 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts