CIR SpA-Compagnie Industriali GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1305 | 26.18 | |
| 0.0866 | 21.89 | |
| 0.8765 | 339.48 | |
| 0.0314 | 4.47 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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