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V-Lab

Mediobanca Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.90% (-3.04%)
Analysis last updated: Saturday, February 7, 2026 at 08:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mediobanca Spa S0GARCH
paramt-stat
ω0.57853.34
α0.10623.38
β0.783011.22
γ10.17320.13
γ2-1.5679-0.82
γ33.95113.15
γ4-6.4742-6.13
γ57.76936.99
γ6-6.3983-5.64
γ73.32162.78
γ8-0.3049-0.21
γ9-0.6202-0.39
γ10-0.0542-0.05
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts