Immobiliare Grande Distribuz GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.94% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5689 | 9.47 | |
| 0.3256 | 2.94 | |
| 0.4522 | 9.30 | |
| -0.1812 | -1.49 |
Estimation Period:
Oct 23, 2023 to Feb 6, 2026
Oct 23, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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