Ebro Foods SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.12% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 8.88 | |
| 0.0292 | 16.69 | |
| 0.9598 | 661.01 | |
| 0.0163 | 4.50 |
Estimation Period:
Jan 7, 1991 to Feb 13, 2026
Jan 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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