UniCredit SpA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.54% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 6.80 | |
| 0.0847 | 40.53 | |
| 0.9122 | 497.64 | |
| 0.4722 | 9.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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