Immsi S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.33% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4862 | 19.22 | |
| 0.1057 | 11.08 | |
| 0.7796 | 103.60 | |
| 0.0599 | 2.82 |
Estimation Period:
Feb 11, 2000 to Feb 6, 2026
Feb 11, 2000 to Feb 6, 2026
News Impact Curve
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