Emak S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.20% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 22.88 | |
| 0.0933 | 17.18 | |
| 0.8157 | 163.14 | |
| 0.0424 | 3.98 |
Estimation Period:
Jun 25, 1998 to Feb 6, 2026
Jun 25, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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