Tamburi Investment Partners SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.86% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1457 | 18.72 | |
| 0.1034 | 18.58 | |
| 0.8022 | 133.87 | |
| 0.0732 | 5.02 |
Estimation Period:
Nov 8, 2005 to Feb 6, 2026
Nov 8, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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