Grifols S A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:99.93% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 5.51 | |
| 0.0848 | 3.94 | |
| 0.9320 | 159.28 | |
| -0.0345 | -1.26 |
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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