Talea Group SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 6th, 2025:42.54% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2831 | 14.07 | |
| 0.1685 | 9.09 | |
| 0.6665 | 40.39 | |
| 0.0490 | 1.39 |
Estimation Period:
Jul 29, 2019 to Aug 1, 2025
Jul 29, 2019 to Aug 1, 2025
News Impact Curve
Volatility Forecasts
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