Health Italia GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.23% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 9.66 | |
| 0.1262 | 7.15 | |
| 0.8524 | 58.80 | |
| 0.0428 | 1.14 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Health Italia Analyses
Other GJR-GARCH Analyses on International Equities