Abitare IN SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.29% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2954 | 8.07 | |
| 0.1109 | 7.61 | |
| 0.7875 | 53.63 | |
| 0.0888 | 1.87 |
Estimation Period:
Nov 16, 2021 to Feb 6, 2026
Nov 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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