Banca Sistema S.p.A. APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.57% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2082 | 13.27 | |
| 0.1497 | 22.23 | |
| 0.7828 | 84.83 | |
| 0.0904 | 2.55 | |
| 0.9035 | 13.80 |
Estimation Period:
Jul 2, 2015 to Feb 6, 2026
Jul 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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