ERG SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.49% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 23.23 | |
| 0.0661 | 18.85 | |
| 0.8558 | 218.32 | |
| 0.0611 | 7.19 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
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