Exor Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.96% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1878 | 18.75 | |
| 0.0484 | 9.74 | |
| 0.8435 | 189.30 | |
| 0.1195 | 11.73 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
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