Recordati SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.23% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9192 | 8.00 | |
| 0.2067 | 5.70 | |
| 0.6382 | 11.91 | |
| -0.0640 | -2.08 | |
| 0.0891 | 2.22 |
Estimation Period:
Nov 19, 2018 to Feb 6, 2026
Nov 19, 2018 to Feb 6, 2026
News Impact Curve
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