Ferretti SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.81% (-8.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4717 | 6.39 | |
| 0.2861 | 6.30 | |
| 0.5638 | 15.70 | |
| -0.0321 | -0.36 |
Estimation Period:
Mar 31, 2022 to Feb 6, 2026
Mar 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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