Ferrari Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.92% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4655 | 10.65 | |
| 0.0000 | 0.00 | |
| 0.7945 | 58.02 | |
| 0.0847 | 7.51 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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