PRADA SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.42% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 9.90 | |
| 0.0188 | 6.83 | |
| 0.9473 | 347.52 | |
| 0.0229 | 4.00 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
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