Banca Monte Dei Paschi Siena GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:100,678.73% (+23,782.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.3807 | 0.33 | |
| 0.2337 | 32.80 | |
| 0.9990 | 368.91 | |
| 2.0000 | 2,412.55 |
Estimation Period:
Oct 22, 2014 to Feb 9, 2026
Oct 22, 2014 to Feb 9, 2026
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