Neosperience Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:51.67% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.04 | |
| 0.3232 | 6.87 | |
| 0.3808 | 9.42 | |
| -0.1549 | -2.20 |
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Feb 20, 2019 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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