Esprinet S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.88% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7425 | 21.27 | |
| 0.0705 | 11.14 | |
| 0.7676 | 93.71 | |
| 0.1125 | 7.59 |
Estimation Period:
Jul 24, 2001 to Feb 6, 2026
Jul 24, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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