Valsoia SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.90% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2167 | 21.88 | |
| 0.1641 | 16.17 | |
| 0.7677 | 127.91 | |
| 0.0306 | 1.53 |
Estimation Period:
Jul 14, 2006 to Feb 6, 2026
Jul 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities