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V-Lab

Revo Insurance Spa GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, May 21st, 2026

1 Day

72.26%

decreased by 0.71%

1 Week

72.27%

decreased by 0.70%

1 Month

72.34%

decreased by 0.63%

Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC

Date Range:

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6M ·

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graph of Revo Insurance Spa GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time