Pirelli & C SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.09% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 9.77 | |
| 0.0231 | 6.87 | |
| 0.9283 | 316.93 | |
| 0.0662 | 8.68 |
Estimation Period:
Oct 4, 2017 to Feb 13, 2026
Oct 4, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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