Banca Monte Dei Paschi Siena AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.88% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7828 | 8.40 | |
| 0.2464 | 19.87 | |
| 0.6730 | 93.02 | |
| 0.4691 | 4.88 |
Estimation Period:
Oct 22, 2014 to Feb 6, 2026
Oct 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banca Monte Dei Paschi Siena Analyses
Other AGARCH Analyses on International Equities