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Banca Monte Dei Paschi Siena Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.99% (+6.67%)
Analysis last updated: Tuesday, February 10, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca Monte Dei Paschi Siena S0GARCH
paramt-stat
ω1.30821.28
α0.398415.41
β0.596536.88
γ1-18.9455-3.53
γ248.07575.38
γ3-50.5151-4.87
γ431.22792.74
γ5-14.7950-1.85
γ67.11742.36
γ7-3.4254-3.58
γ81.56081.90
γ9-0.2192-0.34
Estimation Period:
Oct 22, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts