Expert AI S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.35% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 5.52 | |
| 0.0328 | 6.84 | |
| 0.9395 | 154.73 | |
| 0.0408 | 4.68 |
Estimation Period:
Feb 18, 2014 to Feb 6, 2026
Feb 18, 2014 to Feb 6, 2026
News Impact Curve
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