Fincantieri GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.54% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4817 | 16.20 | |
| 0.1302 | 11.61 | |
| 0.8075 | 104.20 | |
| 0.0134 | 0.72 |
Estimation Period:
Jul 7, 2014 to Feb 6, 2026
Jul 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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