Prada Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.58% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 10.88 | |
| 0.0204 | 6.11 | |
| 0.9535 | 396.45 | |
| 0.0219 | 3.26 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
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