Ferrari NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.78% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1197 | 9.97 | |
| 0.0000 | 0.00 | |
| 0.9418 | 137.87 | |
| 0.0352 | 7.85 |
Estimation Period:
Jan 4, 2016 to Feb 6, 2026
Jan 4, 2016 to Feb 6, 2026
News Impact Curve
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