Revo Insurance Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.40% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 0.37 | |
| 0.0406 | 2.79 | |
| 0.9797 | 233.26 | |
| -0.0406 | -1.75 |
Estimation Period:
Nov 29, 2022 to Feb 13, 2026
Nov 29, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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