Mediobanca SpA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1003 | 24.41 | |
| 0.1072 | 35.59 | |
| 0.8745 | 311.75 |
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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