Immobiliare Grande Distribuzione SIIQ SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.94% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4132 | 22.15 | |
| 0.1528 | 15.85 | |
| 0.7310 | 105.72 | |
| 0.0971 | 5.61 |
Estimation Period:
Feb 10, 2005 to Feb 6, 2026
Feb 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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