Danieli & C. Officine Meccaniche S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.35% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 23.29 | |
| 0.0593 | 20.48 | |
| 0.8763 | 275.56 | |
| 0.0529 | 6.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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