Mediobanca Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.90% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5785 | 3.34 | |
| 0.1062 | 3.38 | |
| 0.7830 | 11.22 | |
| 0.1732 | 0.13 | |
| -1.5679 | -0.82 | |
| 3.9511 | 3.15 | |
| -6.4742 | -6.13 | |
| 7.7693 | 6.99 | |
| -6.3983 | -5.64 | |
| 3.3216 | 2.78 | |
| -0.3049 | -0.21 | |
| -0.6202 | -0.39 | |
| -0.0542 | -0.05 |
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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