Estrima S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.24% (-5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.05 | |
| 0.4292 | 7.00 | |
| 0.4891 | 21.45 | |
| -0.1934 | -1.74 |
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Dec 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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