Terna - Rete Elettrica Nazionale GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.04% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 19.70 | |
| 0.0319 | 10.40 | |
| 0.8990 | 285.47 | |
| 0.0731 | 10.56 |
Estimation Period:
Jun 22, 2004 to Feb 6, 2026
Jun 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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