Poste Italiane SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.95% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 13.59 | |
| 0.0364 | 7.49 | |
| 0.8708 | 156.26 | |
| 0.0928 | 8.63 |
Estimation Period:
Oct 27, 2015 to Feb 6, 2026
Oct 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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