Azimut Holding SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1331 | 13.48 | |
| 0.0315 | 11.84 | |
| 0.9019 | 323.86 | |
| 0.0797 | 10.83 |
Estimation Period:
Jul 6, 2004 to Feb 13, 2026
Jul 6, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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