Cairo Communication S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.97% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2608 | 17.25 | |
| 0.0843 | 18.72 | |
| 0.8167 | 149.50 | |
| 0.0847 | 8.60 |
Estimation Period:
Jul 18, 2000 to Feb 13, 2026
Jul 18, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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