Innovatec Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.13% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1062 | 10.17 | |
| 0.2636 | 10.86 | |
| 0.6390 | 43.52 | |
| 0.0716 | 1.20 |
Estimation Period:
Dec 23, 2013 to Feb 6, 2026
Dec 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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