Italian Exhibition Group SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.74% (-8.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7826 | 11.92 | |
| 0.2026 | 9.86 | |
| 0.6345 | 33.08 | |
| 0.0475 | 1.19 |
Estimation Period:
Jun 19, 2019 to Feb 6, 2026
Jun 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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