Philogen S.P.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.03% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3856 | 2.64 | |
| 0.0509 | 2.21 | |
| 0.8398 | 13.61 | |
| -0.0509 | -1.48 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Philogen S.P.A. Analyses
Other GJR-GARCH Analyses on International Equities