I Co P S P A Societa Benefi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.65% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4093 | 9.16 | |
| 0.1464 | 6.39 | |
| 0.5081 | 14.18 | |
| 0.4293 | 3.62 |
Estimation Period:
Jul 24, 2024 to Feb 13, 2026
Jul 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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