Sys-Dat S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.40% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0029 | 7.73 | |
| 0.2236 | 5.92 | |
| 0.6482 | 21.03 | |
| -0.0865 | -1.57 |
Estimation Period:
Jul 8, 2024 to Feb 6, 2026
Jul 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sys-Dat S P A Analyses
Other GJR-GARCH Analyses on International Equities