Intesa Sanpaolo SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.73% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 26.13 | |
| 0.0785 | 22.07 | |
| 0.8694 | 381.84 | |
| 0.0728 | 10.69 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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