Fine Foods & Pharmaceuticals N.T.M. S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.35% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 8.25 | |
| 0.0463 | 11.21 | |
| 0.9058 | 195.67 | |
| 0.0880 | 8.26 |
Estimation Period:
Oct 19, 2016 to Feb 6, 2026
Oct 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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