I Grandi Viaggi SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.87% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0680 | 3.82 | |
| 0.0453 | 6.21 | |
| 0.9568 | 206.71 | |
| -0.0289 | -3.46 |
Estimation Period:
Feb 12, 2021 to Feb 6, 2026
Feb 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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