Piaggio & C. SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.11% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1647 | 13.58 | |
| 0.0369 | 10.76 | |
| 0.9031 | 224.82 | |
| 0.0524 | 7.15 |
Estimation Period:
Jul 11, 2006 to Feb 13, 2026
Jul 11, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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