Repsol SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.52% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1144 | 3.59 | |
| 0.0628 | 2.05 | |
| 0.7927 | 9.15 | |
| 3.1191 | 3.12 | |
| -5.2005 | -3.58 | |
| 3.1931 | 3.84 | |
| -1.9154 | -3.01 | |
| 1.0239 | 1.71 | |
| 0.2294 | 0.38 | |
| -0.7249 | -0.65 |
Estimation Period:
Oct 9, 2018 to Feb 6, 2026
Oct 9, 2018 to Feb 6, 2026
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