UniCredit SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.72% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.90 | |
| 0.1819 | 41.60 | |
| 0.9839 | 1,239.22 | |
| -0.0471 | -13.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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