Prysmian SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.83% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1175 | 15.78 | |
| 0.0223 | 6.81 | |
| 0.9137 | 299.18 | |
| 0.0790 | 12.82 |
Estimation Period:
May 3, 2007 to Feb 6, 2026
May 3, 2007 to Feb 6, 2026
News Impact Curve
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