Saipem SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.57% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9383 | 6.05 | |
| 0.1211 | 7.52 | |
| 0.8304 | 38.46 | |
| 0.0140 | 0.51 | |
| 0.0112 | 0.29 | |
| -0.0826 | -2.93 | |
| 0.1102 | 3.81 | |
| -0.0523 | -2.06 | |
| -0.0421 | -1.18 | |
| 0.0940 | 1.88 | |
| -0.1556 | -2.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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