Mediobanca Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.93% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1104 | 8.41 | |
| 0.1148 | 20.76 | |
| 0.8422 | 109.26 | |
| 0.5663 | 10.39 |
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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