Webuild SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.96% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5877 | 5.47 | |
| 0.1634 | 8.49 | |
| 0.6644 | 20.93 | |
| -0.1174 | -3.47 | |
| 0.1457 | 3.02 | |
| -0.0296 | -0.68 | |
| 0.0112 | 0.20 | |
| -0.0516 | -1.02 | |
| 0.0897 | 2.39 | |
| -0.0640 | -1.75 | |
| -0.0083 | -0.18 | |
| 0.0658 | 1.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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