Aena SME SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.13% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4554 | 7.77 | |
| 0.1019 | 4.40 | |
| 0.7909 | 17.30 | |
| 0.1838 | 5.31 | |
| -0.2734 | -5.13 | |
| 0.1208 | 4.09 |
Estimation Period:
Feb 11, 2015 to Feb 6, 2026
Feb 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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