Saipem SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.51% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2432 | 19.01 | |
| 0.0626 | 21.16 | |
| 0.8562 | 183.93 | |
| 0.1060 | 9.26 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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