Davide Campari-Milano N V GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.88% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 8.76 | |
| 0.0120 | 7.48 | |
| 0.9642 | 511.76 | |
| 0.0297 | 7.67 |
Estimation Period:
Aug 23, 2010 to Feb 6, 2026
Aug 23, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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