Portobello S.P.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.33% (+12.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.01 | |
| 0.3042 | 13.04 | |
| 0.3469 | 17.42 | |
| 0.2865 | 4.73 |
Estimation Period:
Jul 13, 2018 to Feb 6, 2026
Jul 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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