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	param	t-stat
$ω$	0.0822	6.81
$α$	0.0830	6.99
$β$	0.8937	115.36
$γ$	0.0466	2.29

V-Lab

Ferretti SPA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:57.78% (-3.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses