Mediobanca Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.33% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5815 | 3.37 | |
| 0.1061 | 3.37 | |
| 0.7820 | 11.02 | |
| 0.2397 | 0.18 | |
| -1.6912 | -0.89 | |
| 4.0771 | 3.28 | |
| -6.6253 | -6.31 | |
| 7.9311 | 7.15 | |
| -6.5448 | -5.77 | |
| 3.4471 | 2.86 | |
| -0.4405 | -0.30 | |
| -0.3821 | -0.21 | |
| -0.6438 | -0.26 |
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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