Opportunita Italia GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:17.12% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0261 | 27.65 | |
| 0.4816 | 5.90 | |
| 0.0000 | 0.00 | |
| -0.2902 | -2.91 |
Estimation Period:
Feb 15, 2017 to Dec 23, 2025
Feb 15, 2017 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other Opportunita Italia Analyses
Other GJR-GARCH Analyses on Closed-end Funds