Cy4Gate Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.60% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2535 | 13.09 | |
| 0.1628 | 9.48 | |
| 0.6100 | 27.90 | |
| 0.0750 | 1.92 |
Estimation Period:
Feb 17, 2021 to Feb 13, 2026
Feb 17, 2021 to Feb 13, 2026
News Impact Curve
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