Valsoia SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.44% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5275 | 3.38 | |
| 0.1838 | 8.12 | |
| 0.6746 | 18.87 | |
| -0.4773 | -3.03 | |
| 0.5599 | 2.58 | |
| -0.0210 | -0.16 | |
| -0.2227 | -1.79 | |
| 0.3931 | 3.62 | |
| -0.4877 | -3.85 | |
| 0.4169 | 2.83 | |
| -0.1696 | -1.04 |
Estimation Period:
Jul 14, 2006 to Feb 6, 2026
Jul 14, 2006 to Feb 6, 2026
News Impact Curve
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