MARR S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.45% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0952 | 14.20 | |
| 0.0199 | 9.36 | |
| 0.9219 | 254.59 | |
| 0.0510 | 6.32 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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