Masi Agricola Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.26% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3581 | 10.77 | |
| 0.1844 | 8.93 | |
| 0.7498 | 48.64 | |
| -0.1123 | -4.54 |
Estimation Period:
Feb 12, 2021 to Jan 23, 2026
Feb 12, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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