Sanlorenzo Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.13% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4456 | 10.91 | |
| 0.0604 | 6.93 | |
| 0.7926 | 54.97 | |
| 0.0853 | 3.66 |
Estimation Period:
Dec 10, 2019 to Feb 13, 2026
Dec 10, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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