Mediobanca SpA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.37% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 16.91 | |
| 0.1002 | 36.21 | |
| 0.8800 | 332.95 | |
| 0.4202 | 12.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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