Intesa Sanpaolo Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.31% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2226 | 14.64 | |
| 0.0481 | 6.84 | |
| 0.8162 | 114.78 | |
| 0.1328 | 6.93 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Intesa Sanpaolo Spa Analyses
Other GJR-GARCH Analyses on International Equities