Prada Spa GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.83%
decreased by 0.67%
1 Week
46.75%
decreased by 0.75%
1 Month
46.46%
decreased by 1.04%
Analysis last updated: Thursday, May 21, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1291 | 11.49 | |
| 0.0215 | 6.25 | |
| 0.9509 | 380.83 | |
| 0.0218 | 3.14 |
Estimation Period:
Jun 24, 2011 to May 15, 2026
Jun 24, 2011 to May 15, 2026
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