Poste Italiane SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.99% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1348 | 16.42 | |
| 0.0381 | 7.78 | |
| 0.8608 | 153.42 | |
| 0.0991 | 7.96 |
Estimation Period:
Oct 27, 2015 to Feb 6, 2026
Oct 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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