Saipem S P A MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.57% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0403 | 11.49 | |
| 0.7723 | 92.53 | |
| 0.1560 | 19.70 | |
| 0.3100 | 1.91 | |
| 0.0837 | 1.99 | |
| 0.8771 | 14.03 |
Estimation Period:
Nov 18, 1994 to Feb 6, 2026
Nov 18, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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