Banca Monte Dei Paschi Siena GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.75% (+13.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2933 | 5.13 | |
| 0.1031 | 7.09 | |
| 0.7630 | 51.76 | |
| 0.1376 | 3.46 |
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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