Unidata Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.06% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1383 | 18.92 | |
| 0.4458 | 14.09 | |
| 0.2634 | 8.48 | |
| -0.3398 | -8.43 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
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