Italmobiliare S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.63% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 22.03 | |
| 0.0579 | 22.35 | |
| 0.9005 | 393.90 | |
| 0.0495 | 9.35 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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