ACEA SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.10% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1523 | 19.45 | |
| 0.0493 | 12.12 | |
| 0.8695 | 215.91 | |
| 0.0661 | 8.22 |
Estimation Period:
Jul 15, 1999 to Feb 6, 2026
Jul 15, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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