Saipem S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.03% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2028 | 5.94 | |
| 0.0282 | 4.89 | |
| 0.9285 | 120.23 | |
| 0.0412 | 3.75 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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