Credito Emiliano Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.02% (+8.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3314 | 16.15 | |
| 0.0835 | 9.55 | |
| 0.7492 | 66.67 | |
| 0.1125 | 5.48 |
Estimation Period:
Jul 19, 2018 to Feb 6, 2026
Jul 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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