Repsol SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.13% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 9.49 | |
| 0.0377 | 6.48 | |
| 0.9260 | 194.73 | |
| 0.0417 | 4.44 |
Estimation Period:
Oct 9, 2018 to Feb 6, 2026
Oct 9, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities