Esautomotion Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.48% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3502 | 9.86 | |
| 0.1127 | 12.96 | |
| 0.8257 | 94.22 | |
| 0.0184 | 1.06 |
Estimation Period:
Jul 31, 2018 to Feb 6, 2026
Jul 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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