Intesa Sanpaolo SpA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.71% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 25.32 | |
| 0.1167 | 45.17 | |
| 0.8685 | 369.42 |
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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