Intesa Sanpaolo Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.04% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4192 | 8.97 | |
| 0.0323 | 6.92 | |
| 0.8393 | 104.67 | |
| 0.1103 | 7.13 |
Estimation Period:
Apr 28, 2000 to Feb 6, 2026
Apr 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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