Racing Force S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.39% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4863 | 10.95 | |
| 0.1286 | 6.70 | |
| 0.7750 | 51.76 | |
| -0.0670 | -2.73 |
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Nov 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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