Ratti S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.27% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2385 | 13.60 | |
| 0.0881 | 17.46 | |
| 0.8676 | 143.24 | |
| 0.0204 | 2.07 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities