Masi Agricola S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3529 | 16.17 | |
| 0.1629 | 10.55 | |
| 0.6770 | 47.57 | |
| 0.0427 | 1.61 |
Estimation Period:
Jun 30, 2015 to Feb 6, 2026
Jun 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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