Intesa Sanpaolo SpA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.23% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 21.23 | |
| 0.2031 | 47.90 | |
| 0.9770 | 1,004.12 | |
| -0.0480 | -11.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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