Repsol SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.13% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1094 | 3.58 | |
| 0.0626 | 2.05 | |
| 0.7928 | 9.14 | |
| 3.1002 | 3.10 | |
| -5.1720 | -3.56 | |
| 3.1778 | 3.83 | |
| -1.9080 | -3.00 | |
| 1.0254 | 1.71 | |
| 0.2144 | 0.41 | |
| -0.6811 | -2.01 |
Estimation Period:
Oct 9, 2018 to Feb 6, 2026
Oct 9, 2018 to Feb 6, 2026
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