Cembre S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.52% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1745 | 20.26 | |
| 0.0638 | 17.08 | |
| 0.8542 | 196.01 | |
| 0.0688 | 7.20 |
Estimation Period:
Dec 29, 1997 to Feb 13, 2026
Dec 29, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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