Fidia SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:115.99% (-6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 4.40 | |
| 0.0414 | 4.20 | |
| 0.8774 | 177.18 | |
| 0.1624 | 5.79 |
Estimation Period:
Jun 4, 2021 to Jan 30, 2026
Jun 4, 2021 to Jan 30, 2026
News Impact Curve
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