Banca Profilo SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.74% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1081 | 15.19 | |
| 0.0763 | 15.15 | |
| 0.8889 | 219.65 | |
| 0.0434 | 4.71 |
Estimation Period:
Jul 20, 1999 to Feb 6, 2026
Jul 20, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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