Mediobanca Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.12% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 12.29 | |
| 0.0668 | 10.09 | |
| 0.8552 | 118.96 | |
| 0.0767 | 5.39 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mediobanca Spa Analyses
Other GJR-GARCH Analyses on International Equities