Edil SAN Felice SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.64% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3479 | 10.85 | |
| 0.2182 | 5.09 | |
| 0.4061 | 12.17 | |
| 0.0965 | 0.96 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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