Saipem SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.43% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2437 | 19.01 | |
| 0.0628 | 21.17 | |
| 0.8561 | 183.72 | |
| 0.1058 | 9.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities