NewPrinces SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.30% (+8.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3374 | 10.07 | |
| 0.1901 | 7.73 | |
| 0.7784 | 46.02 | |
| -0.0723 | -2.38 |
Estimation Period:
Oct 29, 2019 to Feb 6, 2026
Oct 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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