Aeffe S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.28% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8055 | 16.74 | |
| 0.1297 | 15.21 | |
| 0.7564 | 59.68 | |
| 0.0457 | 3.23 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
News Impact Curve
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