Unicredit Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.02% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2790 | 12.82 | |
| 0.0345 | 7.56 | |
| 0.8584 | 185.20 | |
| 0.1305 | 11.20 |
Estimation Period:
Jan 10, 2013 to Feb 13, 2026
Jan 10, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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