Comer Industries S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.01% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1647 | 6.35 | |
| 0.0625 | 7.30 | |
| 0.8946 | 76.76 | |
| 0.0243 | 1.41 |
Estimation Period:
Mar 13, 2019 to Feb 6, 2026
Mar 13, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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