Saipem S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.47% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3861 | 18.03 | |
| 0.0406 | 13.55 | |
| 0.8543 | 209.44 | |
| 0.1202 | 11.28 |
Estimation Period:
Nov 18, 1994 to Feb 6, 2026
Nov 18, 1994 to Feb 6, 2026
News Impact Curve
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