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V-Lab

Intesa Sanpaolo Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.60% (-1.70%)
Analysis last updated: Friday, February 13, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intesa Sanpaolo Spa S0GARCH
paramt-stat
ω0.74242.76
α0.10896.50
β0.807727.06
γ1-0.2540-1.18
γ20.28840.92
γ30.06440.36
γ4-0.1519-1.03
γ5-0.0130-0.10
γ60.11341.12
γ7-0.0729-0.85
γ80.10421.02
γ9-0.1845-1.61
γ100.16272.09
Estimation Period:
Apr 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts