Somec S.p.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.72% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2768 | 12.61 | |
| 0.0856 | 10.29 | |
| 0.8085 | 128.45 | |
| 0.1380 | 6.86 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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