Elica S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.64% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1527 | 9.49 | |
| 0.0438 | 14.45 | |
| 0.8973 | 179.18 | |
| 0.0723 | 7.29 |
Estimation Period:
Nov 10, 2006 to Feb 6, 2026
Nov 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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