Ascopiave S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.11% (+7.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3434 | 22.68 | |
| 0.1465 | 15.60 | |
| 0.6874 | 76.82 | |
| 0.0626 | 3.33 |
Estimation Period:
Dec 11, 2006 to Feb 13, 2026
Dec 11, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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