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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 0.36 | |
| 0.0400 | 2.81 | |
| 0.9800 | 255.27 | |
| -0.0400 | -1.76 |
Estimation Period:
Nov 29, 2022 to May 15, 2026
Nov 29, 2022 to May 15, 2026
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