Generali GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:105.31% (+33.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7271 | 12.84 | |
| 0.2830 | 3.88 | |
| 0.0000 | 0.00 | |
| 0.4151 | 3.37 |
Estimation Period:
Nov 16, 2022 to Jun 20, 2025
Nov 16, 2022 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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