Autostrade Meridionali S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.06% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 11.33 | |
| 0.1028 | 12.02 | |
| 0.8851 | 125.09 | |
| -0.0240 | -2.35 |
Estimation Period:
Aug 16, 1994 to Feb 13, 2026
Aug 16, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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