Davide Campari-Milano NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.89% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 11.00 | |
| 0.0122 | 7.19 | |
| 0.9450 | 299.54 | |
| 0.0560 | 11.32 |
Estimation Period:
Jul 5, 2001 to Feb 6, 2026
Jul 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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