Unipol Assicurazioni SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.53% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2544 | 8.91 | |
| 0.0067 | 2.92 | |
| 0.8489 | 90.93 | |
| 0.1180 | 8.64 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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