Banca Monte Dei Paschi Siena MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.34% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1100 | 14.98 | |
| 0.7445 | 34.73 | |
| 0.1690 | 11.36 | |
| 10.0000 | 0.27 | |
| 0.0000 | 0.00 | |
| 0.5565 | 0.31 |
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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