Intesa Sanpaolo Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.60% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7424 | 2.76 | |
| 0.1089 | 6.50 | |
| 0.8077 | 27.06 | |
| -0.2540 | -1.18 | |
| 0.2884 | 0.92 | |
| 0.0644 | 0.36 | |
| -0.1519 | -1.03 | |
| -0.0130 | -0.10 | |
| 0.1134 | 1.12 | |
| -0.0729 | -0.85 | |
| 0.1042 | 1.02 | |
| -0.1845 | -1.61 | |
| 0.1627 | 2.09 |
Estimation Period:
Apr 28, 2000 to Feb 6, 2026
Apr 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Intesa Sanpaolo Spa Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities