Farmacosmo S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.69% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2768 | 5.64 | |
| 0.1405 | 6.07 | |
| 0.6042 | 14.47 | |
| 0.0044 | 0.11 |
Estimation Period:
Mar 30, 2022 to Feb 6, 2026
Mar 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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