Enagas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.39% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4222 | 12.40 | |
| 0.3956 | 8.41 | |
| 0.4897 | 17.82 | |
| -0.1384 | -2.42 |
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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