Mediobanca Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.26% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 10.46 | |
| 0.1573 | 22.22 | |
| 0.9718 | 370.48 | |
| -0.0662 | -8.71 |
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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