Saipem SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.75% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9383 | 6.04 | |
| 0.1211 | 7.51 | |
| 0.8305 | 38.48 | |
| 0.0138 | 0.51 | |
| 0.0117 | 0.30 | |
| -0.0832 | -2.95 | |
| 0.1105 | 3.82 | |
| -0.0520 | -2.05 | |
| -0.0426 | -1.17 | |
| 0.0937 | 1.85 | |
| -0.1517 | -2.36 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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