Iren SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.56% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 18.62 | |
| 0.0330 | 13.92 | |
| 0.9073 | 358.62 | |
| 0.0630 | 10.81 |
Estimation Period:
Nov 30, 2000 to Feb 6, 2026
Nov 30, 2000 to Feb 6, 2026
News Impact Curve
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