Caltagirone Editore SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.89% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 12.72 | |
| 0.1107 | 9.92 | |
| 0.8095 | 128.41 | |
| 0.0225 | 0.91 |
Estimation Period:
Jul 6, 2000 to Feb 6, 2026
Jul 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Caltagirone Editore SpA Analyses
Other GJR-GARCH Analyses on International Equities