Orsero S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.99% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6259 | 12.09 | |
| 0.1521 | 5.69 | |
| 0.6340 | 24.60 | |
| 0.1111 | 2.92 |
Estimation Period:
Nov 10, 2015 to Feb 6, 2026
Nov 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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