Banca Sistema S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.48% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2850 | 14.12 | |
| 0.0899 | 11.30 | |
| 0.8383 | 97.49 | |
| 0.0226 | 1.17 |
Estimation Period:
Jul 2, 2015 to Feb 6, 2026
Jul 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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