Misitano & Stracuzzi S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.89% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.43 | |
| 0.0000 | 0.00 | |
| 0.2424 | 2.89 | |
| 0.1556 | 2.12 |
Estimation Period:
Jul 26, 2024 to Feb 6, 2026
Jul 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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