Buzzi SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.30% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1439 | 16.17 | |
| 0.0451 | 9.61 | |
| 0.9155 | 270.06 | |
| 0.0311 | 3.42 |
Estimation Period:
Feb 16, 2000 to Feb 6, 2026
Feb 16, 2000 to Feb 6, 2026
News Impact Curve
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