Patrizia SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.29% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1522 | 15.85 | |
| 0.0456 | 13.20 | |
| 0.9041 | 281.84 | |
| 0.0621 | 8.33 |
Estimation Period:
Mar 31, 2006 to Feb 6, 2026
Mar 31, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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