OVS S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.42% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2252 | 12.62 | |
| 0.0291 | 4.87 | |
| 0.8928 | 196.48 | |
| 0.1077 | 9.65 |
Estimation Period:
Mar 2, 2015 to Feb 6, 2026
Mar 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities