Aquafil S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.50% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6686 | 8.82 | |
| 0.1139 | 11.97 | |
| 0.7532 | 78.07 | |
| 0.0930 | 4.41 |
Estimation Period:
Apr 5, 2017 to Feb 6, 2026
Apr 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Aquafil S.p.A. Analyses
Other GJR-GARCH Analyses on International Equities