Fincantieri S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.84% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5126 | 14.51 | |
| 0.1283 | 12.80 | |
| 0.7701 | 100.86 | |
| 0.0761 | 3.61 |
Estimation Period:
Jul 3, 2014 to Feb 6, 2026
Jul 3, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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