Tenaris SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.58% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2176 | 16.68 | |
| 0.0603 | 17.60 | |
| 0.8824 | 216.92 | |
| 0.0424 | 5.31 |
Estimation Period:
Dec 16, 2002 to Feb 6, 2026
Dec 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts