Banca Monte Dei Paschi Siena Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.99% (+6.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3082 | 1.28 | |
| 0.3984 | 15.41 | |
| 0.5965 | 36.88 | |
| -18.9455 | -3.53 | |
| 48.0757 | 5.38 | |
| -50.5151 | -4.87 | |
| 31.2279 | 2.74 | |
| -14.7950 | -1.85 | |
| 7.1174 | 2.36 | |
| -3.4254 | -3.58 | |
| 1.5608 | 1.90 | |
| -0.2192 | -0.34 |
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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