Acerinox SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.58% (+55.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5180 | 10.66 | |
| 0.8757 | 12.74 | |
| 0.7636 | 34.36 | |
| 0.0438 | 0.83 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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