Terna Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.79% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 7.69 | |
| 0.0500 | 9.58 | |
| 0.9147 | 251.86 | |
| 0.0417 | 3.64 |
Estimation Period:
Sep 25, 2014 to Feb 13, 2026
Sep 25, 2014 to Feb 13, 2026
News Impact Curve
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