Acerinox SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.10% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 21.30 | |
| 0.0570 | 21.95 | |
| 0.8945 | 372.38 | |
| 0.0503 | 8.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities