FNM S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.08% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 21.21 | |
| 0.1053 | 23.21 | |
| 0.8680 | 306.83 | |
| 0.0340 | 3.61 |
Estimation Period:
Nov 22, 1990 to Feb 6, 2026
Nov 22, 1990 to Feb 6, 2026
News Impact Curve
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