Iveco Group N V GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.47% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.29 | |
| 0.1222 | 12.40 | |
| 0.9100 | 438.33 | |
| -0.0644 | -5.01 |
Estimation Period:
Jan 11, 2022 to Feb 6, 2026
Jan 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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