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	param	t-stat
$ω$	13.8975	4.09
$α$	0.4258	27.69
$β$	0.5714	37.17
$γ_{1}$	-15.1691	-1.80
$γ_{2}$	48.9865	4.02
$γ_{3}$	-60.8344	-6.01
$γ_{4}$	40.3103	3.62
$γ_{5}$	-19.6219	-2.49
$γ_{6}$	8.5707	3.03
$γ_{7}$	-3.6387	-4.34
$γ_{8}$	1.9682	2.11
$γ_{9}$	-1.0923	-0.80

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Banca Monte Dei Paschi Siena Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.49% (-3.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banca Monte Dei Paschi Siena Analyses