Sys-Dat S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.79% (-5.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8614 | 8.38 | |
| 0.0221 | 2.06 | |
| 0.2133 | 3.91 | |
| 0.2733 | 2.48 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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