Unicredit Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.86% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2168 | 10.30 | |
| 0.1034 | 26.21 | |
| 0.8413 | 210.07 | |
| 1.1384 | 13.09 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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