Ferrari Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.58% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5439 | 7.24 | |
| 0.0785 | 3.00 | |
| 0.6430 | 17.32 | |
| 0.0889 | 1.44 |
Estimation Period:
Feb 18, 2025 to Feb 6, 2026
Feb 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ferrari Group PLC Analyses
Other GJR-GARCH Analyses on International Equities