Saipem SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.08% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0771 | 22.42 | |
| 0.7712 | 78.31 | |
| 0.1232 | 13.29 | |
| 0.1211 | 3.23 | |
| 0.0659 | 3.41 | |
| 0.9174 | 36.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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