Aena SME S A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.05% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2200 | 11.96 | |
| 0.0611 | 7.93 | |
| 0.8004 | 78.23 | |
| 0.1375 | 5.67 |
Estimation Period:
Dec 2, 2019 to Feb 13, 2026
Dec 2, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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