Edil SAN Felice SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.01% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3881 | 2.52 | |
| 0.2308 | 3.29 | |
| 0.3237 | 1.23 | |
| -3.8121 | -1.61 | |
| 4.8408 | 1.53 | |
| -1.4715 | -1.21 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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