Endesa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.69% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3714 | 13.16 | |
| 0.1118 | 6.02 | |
| 0.6861 | 38.22 | |
| 0.0361 | 1.00 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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