Saipem SpA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.15% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9608 | 5.90 | |
| 0.1250 | 7.29 | |
| 0.8292 | 38.66 | |
| 0.0190 | 0.68 | |
| 0.0025 | 0.06 | |
| -0.0769 | -2.64 | |
| 0.1092 | 3.64 | |
| -0.0585 | -2.26 | |
| -0.0237 | -0.67 | |
| 0.0457 | 1.03 | |
| -0.0216 | -0.76 |
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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