Recordati Industria Chimica e Farmaceutica SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.08% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1475 | 16.92 | |
| 0.0732 | 16.64 | |
| 0.8698 | 142.01 | |
| 0.0420 | 4.54 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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