Neodecortech S.P.A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.09% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1434 | 16.05 | |
| 0.1373 | 7.78 | |
| 0.5292 | 22.84 | |
| 0.0587 | 1.70 |
Estimation Period:
Sep 26, 2017 to Feb 6, 2026
Sep 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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