I Grandi Viaggi SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.93% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7225 | 23.84 | |
| 0.1726 | 17.52 | |
| 0.7210 | 95.51 | |
| -0.0009 | -0.05 |
Estimation Period:
Jan 23, 2001 to Feb 6, 2026
Jan 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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