UniCredit SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.68% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 15.69 | |
| 0.0522 | 19.62 | |
| 0.9171 | 506.11 | |
| 0.0589 | 11.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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