Osai Automation System Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:68.22% (+19.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8352 | 9.48 | |
| 0.3201 | 7.39 | |
| 0.4576 | 18.68 | |
| -0.0290 | -0.44 |
Estimation Period:
Nov 3, 2020 to May 30, 2025
Nov 3, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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