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V-Lab

Mediobanca Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.33% (-1.19%)
Analysis last updated: Wednesday, February 11, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mediobanca Spa SGARCH
paramt-stat
ω0.58153.37
α0.10613.37
β0.782011.02
γ10.23970.18
γ2-1.6912-0.89
γ34.07713.28
γ4-6.6253-6.31
γ57.93117.15
γ6-6.5448-5.77
γ73.44712.86
γ8-0.4405-0.30
γ9-0.3821-0.21
γ10-0.6438-0.26
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts