Bper Banca SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.82% (+30.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3191 | 13.65 | |
| 0.0270 | 8.72 | |
| 0.8810 | 217.90 | |
| 0.1192 | 12.73 |
Estimation Period:
Nov 22, 2007 to Feb 13, 2026
Nov 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bper Banca SPA Analyses
Other GJR-GARCH Analyses on International Equities