Recordati SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.00% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9545 | 6.58 | |
| 0.2064 | 4.86 | |
| 0.5052 | 5.83 | |
| 1.2835 | 2.23 | |
| -2.8402 | -3.08 | |
| 3.0084 | 4.38 | |
| -2.6009 | -4.01 | |
| 1.6266 | 2.14 | |
| -0.1272 | -0.14 | |
| -1.8889 | -1.24 |
Estimation Period:
Nov 19, 2018 to Feb 6, 2026
Nov 19, 2018 to Feb 6, 2026
News Impact Curve
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