Caltagirone SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.66% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 20.92 | |
| 0.0662 | 17.61 | |
| 0.9150 | 441.61 | |
| 0.0105 | 1.73 |
Estimation Period:
Feb 2, 1990 to Feb 6, 2026
Feb 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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