Italian Wine Brands Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.21% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 5.62 | |
| 0.0319 | 9.63 | |
| 0.9601 | 260.46 | |
| 0.0033 | 0.39 |
Estimation Period:
Jan 29, 2015 to Feb 6, 2026
Jan 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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