Elecnor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.67% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9178 | 29.18 | |
| 0.3765 | 10.20 | |
| 0.1398 | 8.12 | |
| 0.0850 | 1.39 |
Estimation Period:
Dec 3, 2013 to Feb 13, 2026
Dec 3, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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