Banca Monte Dei Paschi Siena APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.24% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8576 | 2.19 | |
| 0.1748 | 16.37 | |
| 0.7647 | 36.96 | |
| 0.2072 | 9.54 | |
| 1.6043 | 6.27 |
Estimation Period:
Oct 22, 2014 to Feb 6, 2026
Oct 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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