Mapfre EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.74% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 6.11 | |
| 0.1309 | 14.33 | |
| 0.9772 | 359.80 | |
| -0.0392 | -3.56 |
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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