Aquafil SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.01% (+8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0642 | 11.16 | |
| 0.0843 | 7.73 | |
| 0.7553 | 45.43 | |
| 0.0798 | 3.30 |
Estimation Period:
Aug 5, 2020 to Feb 13, 2026
Aug 5, 2020 to Feb 13, 2026
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