NewPrinces SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.54% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4009 | 14.46 | |
| 0.2115 | 7.76 | |
| 0.7214 | 48.64 | |
| -0.0135 | -0.39 |
Estimation Period:
Oct 31, 2019 to Feb 6, 2026
Oct 31, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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