Mediobanca Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.22% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9164 | 2.89 | |
| 0.1015 | 7.20 | |
| 0.8350 | 37.95 | |
| 0.0405 | 1.23 | |
| -0.0749 | -1.79 | |
| 0.0930 | 4.18 | |
| -0.0881 | -4.60 | |
| 0.0140 | 0.75 | |
| 0.0348 | 1.82 | |
| -0.0223 | -1.42 |
Estimation Period:
Sep 8, 1992 to Feb 6, 2026
Sep 8, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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