Rai Way S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.98% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2419 | 6.79 | |
| 0.0278 | 7.32 | |
| 0.8204 | 51.77 | |
| 0.1301 | 4.84 |
Estimation Period:
Nov 19, 2014 to Feb 6, 2026
Nov 19, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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