Fiera Milano SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.39% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 12.43 | |
| 0.0741 | 16.00 | |
| 0.9156 | 227.99 | |
| 0.0205 | 2.84 |
Estimation Period:
Dec 11, 2002 to Feb 6, 2026
Dec 11, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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