Banca IFIS SpA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.65% (+10.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 10.01 | |
| 0.1156 | 9.31 | |
| 0.9592 | 212.96 | |
| -0.0522 | -5.75 |
Estimation Period:
Nov 18, 1991 to Feb 6, 2026
Nov 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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