Mapfre GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.17% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 8.25 | |
| 0.0273 | 6.70 | |
| 0.9288 | 181.02 | |
| 0.0395 | 3.06 |
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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