Acciona SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.58% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 21.54 | |
| 0.0528 | 18.79 | |
| 0.9166 | 430.11 | |
| 0.0316 | 5.82 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities