Unipol Assicurazioni SpA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.93%
decreased by 1.85%
1 Week
33.01%
decreased by 2.77%
1 Month
30.75%
decreased by 5.03%
Analysis last updated: Thursday, May 21, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 9.23 | |
| 0.0069 | 3.00 | |
| 0.8438 | 90.72 | |
| 0.1235 | 8.95 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
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