Mapfre AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.12% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 12.09 | |
| 0.1053 | 15.64 | |
| 0.8359 | 96.97 | |
| -0.0393 | -0.53 |
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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