V-Lab: Exor N V GJR-GARCH Volatility Analysis

V-Lab

Exor N V GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:21.50% (-1.27%)

Analysis last updated: Tuesday, August 12, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6139	25.01
$α$	0.0340	1.81
$β$	0.0000	0.00
$γ$	0.3082	4.43

Estimation Period:
Oct 3, 2022 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts