GVS S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.73% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4125 | 5.08 | |
| 0.0642 | 2.94 | |
| 0.5954 | 9.44 | |
| 0.0357 | 1.03 |
Estimation Period:
Jun 23, 2020 to Feb 13, 2026
Jun 23, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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