Mediobanca SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.46% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 21.86 | |
| 0.0693 | 20.41 | |
| 0.8848 | 344.01 | |
| 0.0574 | 8.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mediobanca SpA Analyses
Other GJR-GARCH Analyses on International Equities