Landi Renzo S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.68% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6093 | 16.50 | |
| 0.1062 | 12.15 | |
| 0.7839 | 79.76 | |
| 0.0818 | 4.94 |
Estimation Period:
Jun 25, 2007 to Feb 6, 2026
Jun 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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