Philogen S.P.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.35% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 8.77 | |
| 0.0971 | 6.06 | |
| 0.8711 | 104.12 | |
| 0.0042 | 0.13 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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