Mediobanca SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.39% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 18.79 | |
| 0.1833 | 29.70 | |
| 0.9731 | 825.38 | |
| -0.0419 | -10.22 |
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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