Destination Italia SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.22% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0824 | 6.25 | |
| 0.0937 | 5.15 | |
| 0.4996 | 9.65 | |
| 0.0558 | 0.96 |
Estimation Period:
Oct 19, 2021 to Jan 30, 2026
Oct 19, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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