Reply S.p.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.23% (+5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2824 | 11.45 | |
| 0.1275 | 8.06 | |
| 0.7747 | 28.94 | |
| 0.0112 | 4.69 | |
| -0.0177 | -3.94 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
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