Clabo Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:42.53% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5282 | 17.68 | |
| 0.4581 | 9.96 | |
| 0.3244 | 14.82 | |
| -0.1234 | -1.81 |
Estimation Period:
Mar 31, 2015 to Jun 13, 2025
Mar 31, 2015 to Jun 13, 2025
News Impact Curve
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