Reply S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.11% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2058 | 22.02 | |
| 0.0570 | 17.06 | |
| 0.8443 | 192.67 | |
| 0.0899 | 11.05 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
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