Telecom Italia SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.78% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6445 | 7.02 | |
| 0.0905 | 6.70 | |
| 0.8482 | 47.15 | |
| -0.0805 | -2.12 | |
| 0.1329 | 2.15 | |
| -0.1612 | -3.59 | |
| 0.2051 | 6.26 | |
| -0.1072 | -2.90 | |
| -0.0106 | -0.26 | |
| 0.0208 | 0.53 | |
| 0.0476 | 0.91 | |
| -0.1488 | -1.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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