Banca Sistema S.p.A. GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.42% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2531 | 14.48 | |
| 0.0956 | 16.08 | |
| 0.8509 | 98.32 |
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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