Telecom Italia SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 23.75 | |
| 0.0531 | 16.06 | |
| 0.9228 | 451.03 | |
| 0.0303 | 4.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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