Somec S.p.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.52% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5113 | 4.91 | |
| 0.1562 | 4.29 | |
| 0.7433 | 14.99 | |
| -0.1292 | -2.78 | |
| 0.1492 | 2.47 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
News Impact Curve
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