Intesa Sanpaolo Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.65% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0320 | 4.70 | |
| 0.7809 | 38.72 | |
| 0.1448 | 13.69 | |
| 0.2740 | 0.49 | |
| 0.1157 | 0.48 | |
| 0.7954 | 1.87 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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