Endesa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.56% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 24.66 | |
| 0.0855 | 21.88 | |
| 0.8496 | 240.74 | |
| 0.0479 | 6.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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