Saipem SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.10% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2441 | 19.02 | |
| 0.0629 | 21.18 | |
| 0.8561 | 183.51 | |
| 0.1056 | 9.21 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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