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Endesa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:0.00% (0.00%)
Analysis last updated: Friday, January 9, 2026 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Endesa Sa S0GARCH
paramt-stat
ω6.49710.09
α0.54810.04
β0.45190.03
γ1123.90690.05
γ2-43.1349-0.01
γ3-228.6406-0.06
γ4213.53940.42
γ5-69.0730-0.03
γ6-110.3422-0.01
γ796.62590.00
γ8661.28200.02
γ9-2,322.6580-0.17
γ102,732.33300.78
Estimation Period:
Nov 16, 2022 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts