Prysmian Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.25% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1013 | 14.15 | |
| 0.0185 | 8.21 | |
| 0.9279 | 391.34 | |
| 0.0656 | 12.57 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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