The Italian Sea Group S.P.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.55% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3142 | 7.53 | |
| 0.0694 | 4.76 | |
| 0.6171 | 16.89 | |
| 0.1134 | 3.16 |
Estimation Period:
Jun 8, 2021 to Feb 6, 2026
Jun 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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