Arnoldo Mondadori Editore S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.43% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1826 | 6.76 | |
| 0.0625 | 9.49 | |
| 0.8789 | 158.05 | |
| 0.0472 | 3.18 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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