Skip to main content
V-Lab

Telecom Italia SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.78% (+1.21%)
Analysis last updated: Saturday, February 7, 2026 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Telecom Italia SpA SGARCH
paramt-stat
ω0.64457.02
α0.09056.70
β0.848247.15
γ1-0.0805-2.12
γ20.13292.15
γ3-0.1612-3.59
γ40.20516.26
γ5-0.1072-2.90
γ6-0.0106-0.26
γ70.02080.53
γ80.04760.91
γ9-0.1488-1.70
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts