Salcef Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:5.91% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 6.79 | |
| 0.1491 | 7.42 | |
| 0.7819 | 36.57 | |
| 0.1380 | 2.77 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
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