Fidia Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.33% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3718 | 13.51 | |
| 0.2227 | 12.90 | |
| 0.6195 | 63.11 | |
| 0.1605 | 3.93 |
Estimation Period:
May 25, 2001 to Feb 6, 2026
May 25, 2001 to Feb 6, 2026
News Impact Curve
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