Digital Value S.P.A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 3.05 | |
| 0.0174 | 3.22 | |
| 0.9500 | 131.64 | |
| 0.0504 | 3.08 |
Estimation Period:
Nov 8, 2018 to Feb 6, 2026
Nov 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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