De' Longhi SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.18% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1996 | 15.59 | |
| 0.0286 | 12.02 | |
| 0.9040 | 215.34 | |
| 0.0588 | 9.68 |
Estimation Period:
Jul 23, 2001 to Feb 6, 2026
Jul 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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