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Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.15% (-0.63%)
Analysis last updated: Sunday, February 8, 2026 at 12:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saipem SpA S0GARCH
paramt-stat
ω0.96085.90
α0.12507.29
β0.829238.66
γ10.01900.68
γ20.00250.06
γ3-0.0769-2.64
γ40.10923.64
γ5-0.0585-2.26
γ6-0.0237-0.67
γ70.04571.03
γ8-0.0216-0.76
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts