SOL S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.02% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 15.96 | |
| 0.0400 | 14.94 | |
| 0.9130 | 305.88 | |
| 0.0404 | 6.89 |
Estimation Period:
Jul 8, 1998 to Feb 6, 2026
Jul 8, 1998 to Feb 6, 2026
News Impact Curve
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