Bastogi S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:82.51% (-9.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9777 | 17.37 | |
| 0.1503 | 17.85 | |
| 0.7364 | 93.06 | |
| 0.0351 | 2.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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