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V-Lab

Mediobanca Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.22% (-0.33%)
Analysis last updated: Saturday, February 7, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mediobanca Spa S0GARCH
paramt-stat
ω1.91642.89
α0.10157.20
β0.835037.95
γ10.04051.23
γ2-0.0749-1.79
γ30.09304.18
γ4-0.0881-4.60
γ50.01400.75
γ60.03481.82
γ7-0.0223-1.42
Estimation Period:
Sep 8, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts