Banca IFIS SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.98% (+13.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 6.99 | |
| 0.0256 | 5.79 | |
| 0.9463 | 326.89 | |
| 0.0373 | 4.34 |
Estimation Period:
Nov 18, 1991 to Feb 6, 2026
Nov 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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