V-Lab: Saipem SpA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Saipem SpA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:38.23% (-1.06%)

Analysis last updated: Saturday, May 18, 2024 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9476	5.89
$α$	0.1303	7.37
$β$	0.8217	36.89
$γ_{1}$	0.0083	0.28
$γ_{2}$	0.0294	0.67
$γ_{3}$	-0.1067	-3.35
$γ_{4}$	0.1187	3.70
$γ_{5}$	-0.0358	-0.87
$γ_{6}$	-0.0588	-0.93
$γ_{7}$	0.0776	1.24
$γ_{8}$	-0.0472	-1.30

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts