Ferrari NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.82% (+5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3994 | 13.07 | |
| 0.0103 | 3.20 | |
| 0.8107 | 66.12 | |
| 0.1419 | 10.68 |
Estimation Period:
Oct 21, 2015 to Feb 13, 2026
Oct 21, 2015 to Feb 13, 2026
News Impact Curve
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