doValue SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.40% (+5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4243 | 13.55 | |
| 0.0476 | 8.61 | |
| 0.8378 | 119.28 | |
| 0.1332 | 8.42 |
Estimation Period:
Jul 14, 2017 to Feb 6, 2026
Jul 14, 2017 to Feb 6, 2026
News Impact Curve
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