Edil SAN Felice SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:83.72% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3865 | 2.30 | |
| 0.1810 | 2.68 | |
| 0.1328 | 0.49 | |
| -0.1927 | -0.03 | |
| -6.4737 | -0.71 | |
| 14.4926 | 2.56 | |
| -16.4877 | -2.73 | |
| 22.2766 | 2.50 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Edil SAN Felice SPA Analyses
Other Spline-GARCH Analyses on International Equities