Casta Diva Group SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.67% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9458 | 14.42 | |
| 0.1462 | 10.36 | |
| 0.7347 | 58.28 | |
| 0.0775 | 1.98 |
Estimation Period:
Jul 22, 2014 to Feb 6, 2026
Jul 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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