UniCredit SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.58% (+6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0653 | 14.69 | |
| 0.7860 | 84.44 | |
| 0.1038 | 18.31 | |
| 0.0112 | 4.47 | |
| 0.0359 | 6.33 | |
| 0.9630 | 161.88 |
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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