Pozzi Milano Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.47% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4568 | 15.78 | |
| 0.0973 | 4.84 | |
| 0.1887 | 5.30 | |
| 0.2946 | 3.30 |
Estimation Period:
Jul 19, 2022 to Feb 13, 2026
Jul 19, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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