Pozzi Milano Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.80% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7378 | 9.54 | |
| 0.1667 | 5.07 | |
| 0.5972 | 17.02 | |
| -0.0059 | -0.13 |
Estimation Period:
Jul 28, 2022 to Feb 6, 2026
Jul 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pozzi Milano Spa Analyses
Other GJR-GARCH Analyses on International Equities