Banca Sistema S.p.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.60% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1290 | 12.94 | |
| 0.5707 | 9.82 | |
| 0.0134 | 1.13 | |
| 0.6233 | 0.42 | |
| 0.1618 | 0.40 | |
| 0.6897 | 0.91 |
Estimation Period:
Jul 2, 2015 to Feb 13, 2026
Jul 2, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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