Iveco Group N V GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.19% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 1.72 | |
| 0.1350 | 13.59 | |
| 0.8954 | 422.58 | |
| -0.0608 | -4.32 |
Estimation Period:
Jan 3, 2022 to Feb 6, 2026
Jan 3, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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