Omer S.P.A GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.31% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5035 | 9.55 | |
| 0.1161 | 7.52 | |
| 0.7520 | 46.21 | |
| 0.1082 | 3.82 |
Estimation Period:
Sep 14, 2021 to Feb 6, 2026
Sep 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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