Misitano & Stracuzzi S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.44% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.88 | |
| 0.1260 | 2.93 | |
| 0.3806 | 4.43 | |
| -0.0175 | -0.22 |
Estimation Period:
Aug 2, 2024 to Feb 13, 2026
Aug 2, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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