Salvatore Ferragamo SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.48% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3539 | 4.03 | |
| 0.0894 | 9.09 | |
| 0.8381 | 62.28 | |
| 0.0499 | 2.31 |
Estimation Period:
May 20, 2019 to Feb 13, 2026
May 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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