Unicredit Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.19% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 10.39 | |
| 0.1780 | 25.19 | |
| 0.9532 | 242.23 | |
| -0.0873 | -12.38 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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