Unipol Gruppo SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.08% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0584 | 11.21 | |
| 0.0618 | 19.07 | |
| 0.9005 | 416.34 | |
| 0.0565 | 6.55 |
Estimation Period:
Jan 25, 1990 to Feb 6, 2026
Jan 25, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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