Estrima S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.90% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 12.26 | |
| 0.4998 | 7.74 | |
| 0.3260 | 13.05 | |
| -0.1383 | -1.44 |
Estimation Period:
Dec 20, 2021 to Feb 6, 2026
Dec 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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