Bper Banca SPA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.45% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 10.00 | |
| 0.1237 | 24.06 | |
| 0.9715 | 447.91 | |
| -0.0791 | -15.60 |
Estimation Period:
Nov 22, 2007 to Feb 13, 2026
Nov 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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