Banca IFIS SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.55% (+35.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1076 | 20.38 | |
| 0.6154 | 31.83 | |
| 0.1200 | 13.02 | |
| 0.0409 | 1.22 | |
| 0.0265 | 1.60 | |
| 0.9657 | 48.37 |
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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