Buzzi SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.49% (+5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5364 | 4.69 | |
| 0.0682 | 5.86 | |
| 0.8774 | 46.27 | |
| 0.0950 | 4.21 | |
| -0.1374 | -4.38 | |
| 0.0508 | 2.20 | |
| -0.0126 | -0.56 | |
| 0.0533 | 1.66 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities