Saipem SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.33% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 9.21 | |
| 0.1867 | 32.96 | |
| 0.9666 | 351.87 | |
| -0.0706 | -8.93 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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