Natuzzi SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.11% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 15.64 | |
| 0.0562 | 18.44 | |
| 0.9252 | 417.13 | |
| 0.0357 | 6.42 |
Estimation Period:
May 13, 1993 to Jan 23, 2026
May 13, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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