Mediobanca Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.20% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0530 | 7.39 | |
| 0.8083 | 48.93 | |
| 0.0811 | 6.96 | |
| 0.9979 | 0.17 | |
| 0.6646 | 0.17 | |
| 0.0000 | 0.00 |
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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