Intesa Sanpaolo Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.35% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0127 | 3.31 | |
| 0.1102 | 6.72 | |
| 0.8143 | 28.89 | |
| -0.0796 | -1.48 | |
| 0.1619 | 2.01 | |
| -0.1551 | -3.04 | |
| 0.0982 | 2.77 | |
| -0.0092 | -0.28 | |
| -0.0785 | -1.36 |
Estimation Period:
Apr 28, 2000 to Feb 6, 2026
Apr 28, 2000 to Feb 6, 2026
News Impact Curve
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