Redelfi Srl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.80% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9353 | 4.21 | |
| 0.0819 | 4.49 | |
| 0.8223 | 30.82 | |
| -0.0053 | -0.14 |
Estimation Period:
Jun 14, 2022 to Feb 13, 2026
Jun 14, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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