Recordati SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.91% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4285 | 19.20 | |
| 0.2419 | 14.79 | |
| 0.6897 | 64.44 | |
| -0.0773 | -3.07 |
Estimation Period:
Nov 19, 2018 to Feb 13, 2026
Nov 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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