Digital Bros Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.25% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9791 | 29.59 | |
| 0.1994 | 23.02 | |
| 0.6853 | 111.41 | |
| 0.0438 | 2.53 |
Estimation Period:
Mar 14, 2001 to Feb 6, 2026
Mar 14, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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