Olidata SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.97% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9914 | 4.85 | |
| 0.0257 | 1.76 | |
| 0.7798 | 25.52 | |
| 0.0940 | 2.53 |
Estimation Period:
Aug 28, 2024 to Feb 6, 2026
Aug 28, 2024 to Feb 6, 2026
News Impact Curve
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