Cloudia Research S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.54% (+6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.08 | |
| 0.1998 | 5.34 | |
| 0.4532 | 19.69 | |
| -0.0360 | -0.58 |
Estimation Period:
Dec 21, 2023 to Feb 6, 2026
Dec 21, 2023 to Feb 6, 2026
News Impact Curve
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