Endesa SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.69% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2792 | 6.26 | |
| 0.1193 | 9.09 | |
| 0.8221 | 49.46 | |
| 0.0240 | 1.76 | |
| -0.0500 | -2.38 | |
| 0.0627 | 3.91 | |
| -0.0713 | -5.15 | |
| 0.0570 | 4.55 | |
| -0.0296 | -3.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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