Webuild SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.04% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5412 | 16.15 | |
| 0.0673 | 16.70 | |
| 0.7988 | 136.10 | |
| 0.0969 | 7.46 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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