Moda Bagno SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.57% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 5.75 | |
| 0.0202 | 8.65 | |
| 0.9518 | 547.34 | |
| 0.0560 | 13.32 |
Estimation Period:
Apr 23, 2001 to Feb 6, 2026
Apr 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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